+154.6%
FTNT vs COO
-39.5%
+194.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.9% |
| 7D | -2.7% | -2.3% | -0.4% | -1.8% |
| 30D | -1.4% | -8.8% | +7.5% | +2.4% |
| 3M | +10.1% | +1.3% | +8.7% | +8.5% |
| 6M | +88.2% | -11.6% | +99.8% | +96.7% |
| YTD | +98.3% | -17.4% | +115.7% | +113.9% |
| 1Y | +96.0% | -1.6% | +97.6% | +92.8% |
| 3Y | +145.8% | -22.6% | +168.4% | +154.5% |
| 5Y | +154.6% | -40.3% | +195.0% | +241.5% |
| All | +154.6% | -39.5% | +194.1% | +241.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling