+79.5%
FTNT vs DOC
-22.1%
+101.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.2% | -5.1% | -5.3% |
| 7D | -11.9% | +6.2% | -18.2% | -13.2% |
| 30D | -35.9% | +6.5% | -42.4% | -37.0% |
| 3M | -25.4% | -6.2% | -19.1% | -24.3% |
| 6M | +36.2% | +25.6% | +10.7% | +26.7% |
| YTD | +54.3% | +32.1% | +22.2% | +40.5% |
| 1Y | +42.5% | +20.3% | +22.2% | +33.7% |
| 3Y | +142.7% | +42.7% | +100.0% | +106.6% |
| 5Y | +79.5% | -22.2% | +101.7% | +118.7% |
| All | +79.5% | -22.1% | +101.6% | +118.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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