+153.0%
FTNT vs ECL
+25.4%
+127.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +2.0% | +0.9% |
| 7D | +1.7% | -2.7% | +4.5% | +3.1% |
| 30D | -4.3% | -4.3% | 0.0% | -2.3% |
| 3M | +13.6% | +3.2% | +10.4% | +11.0% |
| 6M | +87.6% | -2.9% | +90.5% | +87.7% |
| YTD | +98.0% | +4.3% | +93.7% | +88.4% |
| 1Y | +96.9% | +1.6% | +95.3% | +89.6% |
| 3Y | +145.4% | +54.3% | +91.1% | +71.0% |
| 5Y | +153.0% | +26.5% | +126.5% | +94.7% |
| All | +153.0% | +25.4% | +127.6% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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