+104.5%
FTNT vs CGNX
+42.4%
+62.1%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.3% |
| 7D | -5.8% | +3.0% | -8.8% | -6.1% |
| 30D | -4.8% | -11.8% | +7.1% | -3.7% |
| 3M | +4.4% | -3.6% | +8.0% | +4.6% |
| 6M | +88.8% | +17.4% | +71.4% | +87.6% |
| YTD | +96.8% | +73.7% | +23.1% | +86.7% |
| 1Y | +104.5% | +41.5% | +62.9% | +99.4% |
| All | +104.5% | +42.4% | +62.1% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 1y: compounded portfolio wealth divided by compounded CGNX 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…
1y analysis · Full analysis span regression · 6 months rolling