+812.9%
FTNT vs DOW
-15.8%
+828.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.7% |
| 7D | -5.8% | -2.4% | -3.5% | -5.3% |
| 30D | -4.8% | +0.4% | -5.2% | -5.2% |
| 3M | +4.4% | -14.4% | +18.8% | +8.1% |
| 6M | +88.8% | -7.0% | +95.8% | +88.4% |
| YTD | +96.8% | +30.2% | +66.6% | +77.3% |
| 1Y | +104.5% | +29.2% | +75.3% | +82.8% |
| 3Y | +156.8% | -36.7% | +193.5% | +178.2% |
| 5Y | +144.1% | -37.7% | +181.8% | +162.7% |
| All | +812.9% | -15.8% | +828.7% | +704.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling