+51.8%
FTNT vs EIX
+18.9%
+32.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +1.6% |
| 7D | -25.7% | +4.5% | -30.2% | -25.0% |
| 30D | -29.7% | +15.2% | -44.9% | -27.8% |
| 3M | -23.1% | -11.6% | -11.5% | -23.8% |
| 6M | +45.0% | -8.4% | +53.3% | +44.5% |
| YTD | +62.9% | +8.2% | +54.7% | +62.4% |
| 1Y | +51.8% | +16.6% | +35.2% | +52.2% |
| All | +51.8% | +18.9% | +32.9% | +52.2% |
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