+9,374.7%
FTNT vs CHD
+733.5%
+8,641.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.5% |
| 7D | -2.7% | -2.9% | +0.2% | -1.7% |
| 30D | -1.4% | -6.2% | +4.8% | +0.8% |
| 3M | +10.1% | +1.6% | +8.5% | +9.1% |
| 6M | +88.2% | -3.5% | +91.7% | +89.0% |
| YTD | +98.3% | +16.2% | +82.1% | +84.8% |
| 1Y | +96.0% | +3.4% | +92.6% | +90.3% |
| 3Y | +145.8% | +4.6% | +141.2% | +132.3% |
| 5Y | +154.6% | +21.1% | +133.5% | +120.6% |
| 10Y | +2,063.6% | +126.5% | +1,937.1% | +1,206.1% |
| All | +9,374.7% | +733.5% | +8,641.3% | +2,463.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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