+137.2%
FTNT vs COMP
+353.8%
-216.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +10.7% | -13.7% | -3.8% |
| 7D | -12.7% | +13.4% | -26.1% | -13.5% |
| 30D | -37.2% | +11.1% | -48.3% | -37.8% |
| 3M | -25.8% | -18.8% | -6.9% | -24.8% |
| 6M | +32.1% | +10.5% | +21.6% | +30.3% |
| YTD | +49.7% | -3.4% | +53.1% | +48.4% |
| 1Y | +47.6% | +19.7% | +27.9% | +43.6% |
| 3Y | +137.2% | +381.6% | -244.4% | +112.3% |
| All | +137.2% | +353.8% | -216.6% | +112.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling