+51.8%
FTNT vs EMR
+25.6%
+26.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +1.1% |
| 7D | -25.7% | +1.6% | -27.3% | -25.6% |
| 30D | -29.7% | +5.0% | -34.7% | -29.6% |
| 3M | -23.1% | +7.7% | -30.8% | -22.8% |
| 6M | +45.0% | +26.8% | +18.2% | +44.6% |
| YTD | +62.9% | +29.9% | +33.1% | +60.4% |
| 1Y | +51.8% | +25.7% | +26.1% | +50.4% |
| All | +51.8% | +25.6% | +26.2% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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