+7,694.2%
FTNT vs COO
+681.4%
+7,012.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.6% |
| 7D | +5.7% | -2.1% | +7.8% | +6.7% |
| 30D | -32.1% | +13.9% | -46.0% | -36.4% |
| 3M | -19.5% | -18.9% | -0.5% | -12.9% |
| 6M | +13.8% | +3.7% | +10.0% | +8.3% |
| YTD | +63.1% | -24.1% | +87.2% | +79.7% |
| 1Y | +57.7% | -14.2% | +71.9% | +63.2% |
| 3Y | +154.9% | -24.5% | +179.4% | +165.5% |
| 5Y | +89.3% | -40.4% | +129.7% | +123.1% |
| 10Y | +1,933.0% | +40.5% | +1,892.4% | +1,475.6% |
| All | +7,694.2% | +681.4% | +7,012.8% | +2,965.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling