+153.0%
FTNT vs EIX
+24.3%
+128.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +0.3% |
| 7D | +1.7% | +4.1% | -2.3% | +1.2% |
| 30D | -4.3% | -15.3% | +11.1% | -2.8% |
| 3M | +13.6% | -18.4% | +32.0% | +15.6% |
| 6M | +87.6% | -16.8% | +104.4% | +89.4% |
| YTD | +98.0% | -0.6% | +98.5% | +90.3% |
| 1Y | +96.9% | +10.7% | +86.3% | +83.4% |
| 3Y | +145.4% | -4.5% | +149.9% | +131.8% |
| 5Y | +153.0% | +24.0% | +128.9% | +127.5% |
| All | +153.0% | +24.3% | +128.7% | +127.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling