+7,335.0%
FTNT vs CAPR
-98.7%
+7,433.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -9.9% | +10.8% | +1.1% |
| 7D | -3.5% | +7.6% | -11.2% | -3.7% |
| 30D | -36.5% | +13.3% | -49.8% | -36.7% |
| 3M | -24.7% | +130.4% | -155.1% | -26.1% |
| 6M | +8.3% | -70.8% | +79.1% | +9.1% |
| YTD | +55.6% | -69.3% | +124.9% | +56.3% |
| 1Y | +50.2% | +59.5% | -9.4% | +40.8% |
| 3Y | +143.2% | +216.8% | -73.6% | +117.2% |
| 5Y | +85.5% | +152.7% | -67.3% | +64.1% |
| 10Y | +1,868.3% | -68.2% | +1,936.5% | +1,548.4% |
| All | +7,335.0% | -98.7% | +7,433.8% | +5,821.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling