+9,303.7%
FTNT vs CAPR
-98.7%
+9,402.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | -5.8% | -2.0% | -3.9% | -5.8% |
| 30D | -4.8% | +139.2% | -144.0% | -6.4% |
| 3M | +4.4% | -66.4% | +70.8% | +5.1% |
| 6M | +88.8% | -63.1% | +151.9% | +89.5% |
| YTD | +96.8% | -67.4% | +164.2% | +97.9% |
| 1Y | +104.5% | +58.2% | +46.2% | +91.8% |
| 3Y | +156.8% | +42.2% | +114.6% | +133.9% |
| 5Y | +144.1% | +87.3% | +56.8% | +117.8% |
| 10Y | +2,021.8% | -75.3% | +2,097.0% | +1,688.4% |
| All | +9,303.7% | -98.7% | +9,402.4% | +7,394.3% |
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