+155.8%
FTNT vs DOW
-36.0%
+191.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | +1.6% | -2.4% | +4.0% | +2.1% |
| 30D | -1.9% | -4.1% | +2.2% | -1.2% |
| 3M | +14.4% | -12.4% | +26.8% | +17.2% |
| 6M | +88.7% | -10.6% | +99.3% | +89.9% |
| YTD | +100.0% | +31.1% | +69.0% | +81.3% |
| 1Y | +99.9% | +30.5% | +69.3% | +79.8% |
| 3Y | +147.9% | -34.4% | +182.3% | +171.9% |
| 5Y | +155.8% | -35.5% | +191.3% | +174.3% |
| All | +155.8% | -36.0% | +191.8% | +174.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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