+9,434.8%
FTNT vs COPX
+179.8%
+9,255.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.0% | +8.0% | +3.4% |
| 7D | +1.6% | -2.9% | +4.5% | +2.4% |
| 30D | -1.9% | 0.0% | -1.9% | -2.2% |
| 3M | +14.4% | +14.8% | -0.4% | +8.1% |
| 6M | +88.7% | +7.0% | +81.6% | +79.9% |
| YTD | +100.0% | +23.8% | +76.2% | +78.6% |
| 1Y | +99.9% | +75.7% | +24.2% | +56.1% |
| 3Y | +147.9% | +156.4% | -8.5% | +60.9% |
| 5Y | +155.8% | +167.6% | -11.8% | +59.9% |
| 10Y | +2,121.1% | +569.1% | +1,551.9% | +800.2% |
| All | +9,434.8% | +179.8% | +9,255.1% | +4,951.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling