+218.8%
FTNT vs COMP
-52.0%
+270.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +10.7% | -13.7% | -4.5% |
| 7D | -12.7% | +13.4% | -26.1% | -14.3% |
| 30D | -37.2% | +11.1% | -48.3% | -38.4% |
| 3M | -25.8% | -18.8% | -6.9% | -24.1% |
| 6M | +32.1% | +10.5% | +21.6% | +28.4% |
| YTD | +49.7% | -3.4% | +53.1% | +46.3% |
| 1Y | +47.6% | +19.7% | +27.9% | +39.5% |
| 3Y | +137.2% | +381.6% | -244.4% | +67.6% |
| 5Y | +74.2% | -17.6% | +91.7% | +52.7% |
| All | +218.8% | -52.0% | +270.7% | +187.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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