+7,554.6%
FTNT vs EIX
+242.8%
+7,311.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | +7.1% | +1.4% | +5.7% | +6.7% |
| 30D | -30.9% | +8.5% | -39.4% | -32.3% |
| 3M | -23.1% | -13.5% | -9.6% | -21.5% |
| 6M | +8.1% | -12.4% | +20.5% | +9.3% |
| YTD | +60.2% | +5.9% | +54.3% | +52.1% |
| 1Y | +57.0% | +7.6% | +49.4% | +48.2% |
| 3Y | +152.9% | +12.8% | +140.1% | +128.9% |
| 5Y | +85.9% | +19.2% | +66.7% | +63.9% |
| 10Y | +1,896.5% | +34.9% | +1,861.7% | +1,485.3% |
| All | +7,554.6% | +242.8% | +7,311.8% | +3,316.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling