+75.4%
FTNT vs CAPR
+160.6%
-85.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.4% | -6.4% | +3.0% |
| 7D | -3.0% | +36.0% | -39.0% | -3.0% |
| 30D | -37.1% | +25.8% | -62.9% | -37.1% |
| 3M | -23.3% | +140.8% | -164.1% | -23.5% |
| 6M | +7.4% | -67.6% | +74.9% | +7.7% |
| YTD | +54.2% | -65.9% | +120.1% | +54.7% |
| 1Y | +49.7% | +66.1% | -16.4% | +47.0% |
| 3Y | +146.6% | +256.9% | -110.3% | +121.6% |
| 5Y | +75.4% | +172.1% | -96.7% | +55.7% |
| All | +75.4% | +160.6% | -85.2% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling