+9,303.7%
FTNT vs COO
+774.4%
+8,529.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.7% |
| 7D | -5.8% | -2.2% | -3.6% | -4.9% |
| 30D | -4.8% | -7.0% | +2.2% | -1.7% |
| 3M | +4.4% | +12.2% | -7.8% | -2.3% |
| 6M | +88.8% | -15.1% | +103.9% | +101.0% |
| YTD | +96.8% | -15.1% | +111.9% | +109.4% |
| 1Y | +104.5% | +2.3% | +102.1% | +97.3% |
| 3Y | +156.8% | -23.7% | +180.4% | +171.7% |
| 5Y | +144.1% | -38.9% | +183.0% | +189.6% |
| 10Y | +2,021.8% | +49.9% | +1,971.8% | +1,520.0% |
| All | +9,303.7% | +774.4% | +8,529.4% | +3,472.2% |
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 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