+104.5%
FTNT vs EIX
+7.5%
+96.9%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | +0.1% |
| 7D | -5.8% | -19.1% | +13.2% | -8.3% |
| 30D | -4.8% | -16.9% | +12.1% | -6.5% |
| 3M | +4.4% | -20.0% | +24.4% | +1.3% |
| 6M | +88.8% | -21.3% | +110.1% | +83.1% |
| YTD | +96.8% | -1.7% | +98.5% | +93.1% |
| 1Y | +104.5% | +9.6% | +94.9% | +101.0% |
| All | +104.5% | +7.5% | +96.9% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 1y: compounded portfolio wealth divided by compounded EIX 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…
1y analysis · Full analysis span regression · 6 months rolling