+139.8%
FTNT vs COPX
+149.4%
-9.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | -0.1% | -2.3% | +2.2% | +0.1% |
| 30D | -3.0% | +0.3% | -3.2% | -3.1% |
| 3M | +7.6% | +6.8% | +0.8% | +6.1% |
| 6M | +87.0% | +7.9% | +79.0% | +83.0% |
| YTD | +96.5% | +23.7% | +72.8% | +86.1% |
| 1Y | +92.9% | +71.5% | +21.4% | +71.2% |
| 3Y | +139.8% | +149.1% | -9.3% | +89.8% |
| All | +139.8% | +149.4% | -9.5% | +89.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling