+51.8%
FTNT vs COPX
+31.7%
+20.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.0% | +0.5% |
| 7D | -25.7% | -3.0% | -22.7% | -25.4% |
| 30D | -29.7% | -13.6% | -16.1% | -28.7% |
| 3M | -23.1% | -11.2% | -11.9% | -22.3% |
| 6M | +45.0% | -2.4% | +47.4% | +45.4% |
| YTD | +62.9% | +4.2% | +58.7% | +57.5% |
| 1Y | +51.8% | +32.2% | +19.7% | +40.9% |
| All | +51.8% | +31.7% | +20.1% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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