+154.6%
FTNT vs CTSH
-14.2%
+168.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.8% | +4.6% | +2.6% |
| 7D | -2.7% | -5.5% | +2.8% | -0.2% |
| 30D | -1.4% | +4.5% | -5.9% | -3.6% |
| 3M | +10.1% | +13.7% | -3.7% | +2.1% |
| 6M | +88.2% | -8.4% | +96.6% | +96.5% |
| YTD | +98.3% | -26.5% | +124.8% | +132.7% |
| 1Y | +96.0% | -13.9% | +109.9% | +106.9% |
| 3Y | +145.8% | -11.3% | +157.1% | +150.8% |
| 5Y | +154.6% | -14.8% | +169.5% | +157.0% |
| All | +154.6% | -14.2% | +168.8% | +157.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling