+104.5%
FTNT vs DGX
+33.7%
+70.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | -0.1% |
| 7D | -5.8% | -2.3% | -3.5% | -6.0% |
| 30D | -4.8% | +0.6% | -5.3% | -4.7% |
| 3M | +4.4% | +21.4% | -17.0% | +5.1% |
| 6M | +88.8% | +14.7% | +74.1% | +89.7% |
| YTD | +96.8% | +38.4% | +58.4% | +97.7% |
| 1Y | +104.5% | +34.0% | +70.5% | +106.0% |
| All | +104.5% | +33.7% | +70.8% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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