+9,303.7%
FTNT vs CIEN
+2,227.8%
+7,076.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.4% |
| 7D | -5.8% | -15.2% | +9.3% | -1.6% |
| 30D | -4.8% | -21.5% | +16.7% | +1.0% |
| 3M | +4.4% | -40.1% | +44.5% | +18.0% |
| 6M | +88.8% | -6.6% | +95.3% | +79.6% |
| YTD | +96.8% | +37.3% | +59.6% | +63.7% |
| 1Y | +104.5% | +174.5% | -70.1% | +34.5% |
| 3Y | +156.8% | +562.3% | -405.5% | +18.8% |
| 5Y | +144.1% | +463.9% | -319.9% | +16.7% |
| 10Y | +2,021.8% | +1,302.4% | +719.4% | +626.9% |
| All | +9,303.7% | +2,227.8% | +7,076.0% | +2,312.8% |
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 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