+162.8%
FTNT vs CGNX
-25.4%
+188.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.1% | -5.9% | -2.9% |
| 7D | -0.1% | +3.2% | -3.3% | -1.1% |
| 30D | -3.0% | +6.0% | -9.0% | -4.7% |
| 3M | +7.6% | +3.5% | +4.0% | +5.7% |
| 6M | +87.0% | +26.3% | +60.7% | +73.0% |
| YTD | +96.5% | +79.2% | +17.3% | +57.2% |
| 1Y | +92.9% | +43.8% | +49.1% | +65.2% |
| 3Y | +139.8% | +52.0% | +87.9% | +85.5% |
| All | +162.8% | -25.4% | +188.2% | +193.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling