+2,072.5%
FTNT vs CLX
-3.7%
+2,076.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.6% | -1.6% |
| 7D | -0.1% | -5.7% | +5.6% | +0.6% |
| 30D | -3.0% | -17.0% | +14.1% | -0.6% |
| 3M | +7.6% | -9.7% | +17.3% | +8.8% |
| 6M | +87.0% | -19.8% | +106.8% | +92.0% |
| YTD | +96.5% | -9.8% | +106.4% | +97.5% |
| 1Y | +92.9% | -26.2% | +119.1% | +100.3% |
| 3Y | +139.8% | -36.2% | +176.0% | +153.6% |
| 5Y | +151.3% | -38.3% | +189.7% | +162.8% |
| All | +2,072.5% | -3.7% | +2,076.1% | +1,730.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling