+7,554.6%
FTNT vs CIEN
+1,934.4%
+5,620.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | -0.5% |
| 7D | +7.1% | +15.3% | -8.2% | +2.8% |
| 30D | -30.9% | -22.0% | -8.9% | -26.6% |
| 3M | -23.1% | -36.6% | +13.5% | -14.9% |
| 6M | +8.1% | -51.5% | +59.6% | +25.9% |
| YTD | +60.2% | +20.0% | +40.3% | +35.6% |
| 1Y | +57.0% | +44.5% | +12.6% | +24.2% |
| 3Y | +152.9% | +539.0% | -386.1% | +15.5% |
| 5Y | +85.9% | +356.8% | -270.9% | -7.2% |
| 10Y | +1,896.5% | +1,190.4% | +706.1% | +586.6% |
| All | +7,554.6% | +1,934.4% | +5,620.3% | +1,898.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling