+57.0%
FTNT vs COO
-12.3%
+69.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.7% |
| 7D | +7.1% | +0.5% | +6.6% | +7.1% |
| 30D | -30.9% | +14.2% | -45.0% | -30.5% |
| 3M | -23.1% | -18.2% | -4.9% | -22.3% |
| 6M | +8.1% | +5.3% | +2.8% | +6.7% |
| YTD | +60.2% | -23.6% | +83.8% | +72.6% |
| 1Y | +57.0% | -12.7% | +69.7% | +61.8% |
| All | +57.0% | -12.3% | +69.3% | +61.8% |
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