+1,947.1%
FTNT vs COO
+40.1%
+1,907.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.7% |
| 7D | +5.7% | -2.1% | +7.8% | +6.7% |
| 30D | -32.1% | +13.9% | -46.0% | -36.5% |
| 3M | -19.5% | -18.9% | -0.5% | -12.5% |
| 6M | +13.8% | +3.7% | +10.0% | +8.0% |
| YTD | +63.1% | -24.1% | +87.2% | +81.0% |
| 1Y | +57.7% | -14.2% | +71.9% | +63.5% |
| 3Y | +154.9% | -24.5% | +179.4% | +163.9% |
| 5Y | +89.3% | -40.4% | +129.7% | +125.6% |
| All | +1,947.1% | +40.1% | +1,907.0% | +1,465.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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