+7,050.4%
FTNT vs D
+275.2%
+6,775.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.6% |
| 7D | -12.7% | +3.0% | -15.6% | -13.4% |
| 30D | -37.2% | +11.5% | -48.7% | -39.1% |
| 3M | -25.8% | +3.7% | -29.5% | -26.7% |
| 6M | +32.1% | +13.5% | +18.6% | +26.9% |
| YTD | +49.7% | +20.7% | +28.9% | +40.8% |
| 1Y | +47.6% | +18.2% | +29.3% | +39.4% |
| 3Y | +137.2% | +73.3% | +63.9% | +95.2% |
| 5Y | +74.2% | +12.3% | +61.9% | +64.2% |
| 10Y | +1,824.2% | +43.4% | +1,780.8% | +1,478.9% |
| All | +7,050.4% | +275.2% | +6,775.2% | +3,351.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling