+51.8%
FTNT vs CIEN
+49.1%
+2.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -9.3% | +10.3% | +1.5% |
| 7D | -25.7% | -25.0% | -0.6% | -24.6% |
| 30D | -29.7% | -30.1% | +0.4% | -28.6% |
| 3M | -23.1% | -33.8% | +10.7% | -21.7% |
| 6M | +45.0% | -49.4% | +94.4% | +46.3% |
| YTD | +62.9% | +16.4% | +46.5% | +56.8% |
| 1Y | +51.8% | +48.9% | +3.0% | +43.1% |
| All | +51.8% | +49.1% | +2.7% | +43.1% |
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