+50.2%
FTNT vs COO
-9.3%
+59.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +0.9% |
| 7D | -3.5% | +4.5% | -8.0% | -3.3% |
| 30D | -36.5% | +16.9% | -53.5% | -36.1% |
| 3M | -24.7% | -16.7% | -8.0% | -23.9% |
| 6M | +8.3% | +5.9% | +2.4% | +7.2% |
| YTD | +55.6% | -22.4% | +78.0% | +67.8% |
| 1Y | +50.2% | -10.1% | +60.3% | +52.9% |
| All | +50.2% | -9.3% | +59.5% | +52.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling