+148.8%
FTNT vs DOCS
-73.4%
+222.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.7% | +0.5% |
| 7D | -5.8% | -1.4% | -4.4% | -5.6% |
| 30D | -4.8% | +21.8% | -26.6% | -9.3% |
| 3M | +4.4% | +27.3% | -22.9% | -1.5% |
| 6M | +88.8% | -0.3% | +89.1% | +84.5% |
| YTD | +96.8% | -40.5% | +137.3% | +112.2% |
| 1Y | +104.5% | -61.5% | +166.0% | +139.8% |
| 3Y | +156.8% | +8.2% | +148.6% | +130.4% |
| All | +148.8% | -73.4% | +222.2% | +176.7% |
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