+104.5%
FTNT vs CIEN
+179.1%
-74.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.1% |
| 7D | -5.8% | -15.2% | +9.3% | -5.5% |
| 30D | -4.8% | -21.5% | +16.7% | -4.3% |
| 3M | +4.4% | -40.1% | +44.5% | +4.6% |
| 6M | +88.8% | -6.6% | +95.3% | +83.7% |
| YTD | +96.8% | +37.3% | +59.6% | +83.1% |
| 1Y | +104.5% | +174.5% | -70.1% | +69.8% |
| All | +104.5% | +179.1% | -74.7% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 CIEN 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