+9,303.7%
FTNT vs CB
+833.2%
+8,470.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.8% |
| 7D | -5.8% | +0.5% | -6.3% | -6.1% |
| 30D | -4.8% | -3.1% | -1.7% | -3.6% |
| 3M | +4.4% | +9.0% | -4.5% | 0.0% |
| 6M | +88.8% | +2.9% | +85.9% | +84.9% |
| YTD | +96.8% | +10.1% | +86.7% | +86.4% |
| 1Y | +104.5% | +22.8% | +81.7% | +83.8% |
| 3Y | +156.8% | +73.8% | +83.0% | +92.1% |
| 5Y | +144.1% | +99.2% | +44.9% | +69.7% |
| 10Y | +2,021.8% | +218.2% | +1,803.6% | +949.8% |
| All | +9,303.7% | +833.2% | +8,470.5% | +2,193.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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