+96.0%
FTNT vs D
+19.1%
+76.9%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.9% |
| 7D | -2.7% | +0.8% | -3.5% | -2.6% |
| 30D | -1.4% | -0.7% | -0.6% | -1.5% |
| 3M | +10.1% | +2.1% | +8.0% | +10.5% |
| 6M | +88.2% | +6.8% | +81.4% | +89.3% |
| YTD | +98.3% | +16.5% | +81.8% | +107.5% |
| 1Y | +96.0% | +19.2% | +76.8% | +103.4% |
| All | +96.0% | +19.1% | +76.9% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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