+79.5%
FTNT vs DOCS
-54.0%
+133.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.3% | -1.0% | -4.5% |
| 7D | -11.9% | -1.3% | -10.6% | -11.7% |
| 30D | -35.9% | +19.4% | -55.3% | -38.1% |
| 3M | -25.4% | +53.4% | -78.8% | -32.2% |
| 6M | +36.2% | +28.8% | +7.5% | +26.6% |
| YTD | +54.3% | -25.1% | +79.3% | +59.3% |
| 1Y | +42.5% | -48.1% | +90.6% | +58.3% |
| 3Y | +142.7% | +51.4% | +91.3% | +101.5% |
| 5Y | +79.5% | -51.1% | +130.6% | +86.2% |
| All | +79.5% | -54.0% | +133.5% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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