+153.2%
FTNT vs ELV
+13.8%
+139.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.1% |
| 7D | +1.7% | -2.2% | +3.9% | +2.1% |
| 30D | -4.3% | -0.2% | -4.1% | -4.3% |
| 3M | +13.6% | -6.1% | +19.7% | +14.6% |
| 6M | +87.6% | +42.8% | +44.8% | +74.2% |
| YTD | +98.0% | +14.4% | +83.6% | +91.2% |
| 1Y | +96.9% | +28.6% | +68.3% | +85.0% |
| 3Y | +145.4% | -7.4% | +152.8% | +142.0% |
| All | +153.2% | +13.8% | +139.4% | +142.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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