+153.2%
FTNT vs CIEN
+508.9%
-355.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | +1.7% | -4.6% | +6.3% | +2.5% |
| 30D | -4.3% | -12.8% | +8.6% | -2.0% |
| 3M | +13.6% | -23.1% | +36.7% | +18.4% |
| 6M | +87.6% | +6.1% | +81.5% | +72.9% |
| YTD | +98.0% | +44.5% | +53.5% | +63.4% |
| 1Y | +96.9% | +176.6% | -79.7% | +30.0% |
| 3Y | +145.4% | +601.0% | -455.6% | +5.7% |
| All | +153.2% | +508.9% | -355.7% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling