+141.6%
FTNT vs CTSH
-14.2%
+155.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.8% |
| 7D | +1.7% | -8.2% | +9.9% | +4.7% |
| 30D | -4.3% | +0.4% | -4.7% | -4.5% |
| 3M | +13.6% | +10.6% | +3.0% | +9.7% |
| 6M | +87.6% | -8.8% | +96.4% | +97.2% |
| YTD | +98.0% | -28.6% | +126.6% | +130.2% |
| 1Y | +96.9% | -15.9% | +112.8% | +109.6% |
| All | +141.6% | -14.2% | +155.9% | +187.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 CTSH 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