+9,290.5%
FTNT vs CGNX
+1,585.6%
+7,704.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.1% | -5.9% | -3.1% |
| 7D | -0.1% | +3.2% | -3.3% | -1.2% |
| 30D | -3.0% | +6.0% | -9.0% | -5.0% |
| 3M | +7.6% | +3.5% | +4.0% | +5.4% |
| 6M | +87.0% | +26.3% | +60.7% | +70.4% |
| YTD | +96.5% | +79.2% | +17.3% | +52.8% |
| 1Y | +92.9% | +43.8% | +49.1% | +60.5% |
| 3Y | +139.8% | +52.0% | +87.9% | +82.9% |
| 5Y | +151.3% | -24.0% | +175.4% | +145.6% |
| 10Y | +2,082.2% | +189.1% | +1,893.1% | +1,123.9% |
| All | +9,290.5% | +1,585.6% | +7,704.9% | +2,334.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling