+153.0%
FTNT vs CAPR
+76.3%
+76.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.5% | -0.1% |
| 7D | +1.7% | -12.6% | +14.4% | +1.8% |
| 30D | -4.3% | +124.4% | -128.7% | -4.6% |
| 3M | +13.6% | -66.8% | +80.4% | +14.0% |
| 6M | +87.6% | -71.8% | +159.4% | +88.3% |
| YTD | +98.0% | -70.1% | +168.0% | +98.6% |
| 1Y | +96.9% | +33.3% | +63.6% | +93.3% |
| 3Y | +145.4% | +36.7% | +108.7% | +130.5% |
| 5Y | +153.0% | +72.5% | +80.5% | +125.4% |
| All | +153.0% | +76.3% | +76.7% | +125.4% |
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