+7,268.8%
FTNT vs CAPR
-98.6%
+7,367.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.4% | -6.4% | +2.9% |
| 7D | -3.0% | +36.0% | -39.0% | -3.4% |
| 30D | -37.1% | +25.8% | -62.9% | -37.4% |
| 3M | -23.3% | +140.8% | -164.1% | -24.7% |
| 6M | +7.4% | -67.6% | +74.9% | +8.0% |
| YTD | +54.2% | -65.9% | +120.1% | +54.7% |
| 1Y | +49.7% | +66.1% | -16.4% | +40.4% |
| 3Y | +146.6% | +256.9% | -110.3% | +119.8% |
| 5Y | +75.4% | +172.1% | -96.7% | +55.1% |
| 10Y | +1,828.7% | -64.7% | +1,893.4% | +1,512.8% |
| All | +7,268.8% | -98.6% | +7,367.4% | +5,760.0% |
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