+319.3%
FTNT vs COMP
-47.7%
+366.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.1% |
| 7D | -5.8% | +1.4% | -7.2% | -6.1% |
| 30D | -4.8% | -13.3% | +8.6% | -3.0% |
| 3M | +4.4% | +41.1% | -36.7% | -1.0% |
| 6M | +88.8% | +17.2% | +71.6% | +81.2% |
| YTD | +96.8% | +5.2% | +91.6% | +91.1% |
| 1Y | +104.5% | +18.9% | +85.5% | +93.8% |
| 3Y | +156.8% | +215.9% | -59.1% | +96.4% |
| 5Y | +144.1% | -31.2% | +175.2% | +116.9% |
| All | +319.3% | -47.7% | +366.9% | +275.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling