+141.6%
FTNT vs CIEN
+600.5%
-458.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | +1.7% | -4.6% | +6.3% | +2.2% |
| 30D | -4.3% | -12.8% | +8.6% | -2.9% |
| 3M | +13.6% | -23.1% | +36.7% | +16.6% |
| 6M | +87.6% | +6.1% | +81.5% | +77.0% |
| YTD | +98.0% | +44.5% | +53.5% | +72.9% |
| 1Y | +96.9% | +176.6% | -79.7% | +46.2% |
| All | +141.6% | +600.5% | -458.9% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling