+2,111.2%
FTNT vs EMR
+274.4%
+1,836.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.6% |
| 7D | +1.6% | -1.2% | +2.8% | +2.1% |
| 30D | -1.9% | -9.4% | +7.6% | +2.2% |
| 3M | +14.4% | +8.6% | +5.8% | +9.8% |
| 6M | +88.7% | +6.7% | +82.0% | +79.8% |
| YTD | +100.0% | +13.1% | +87.0% | +84.1% |
| 1Y | +99.9% | +12.7% | +87.1% | +83.6% |
| 3Y | +147.9% | +58.1% | +89.9% | +88.8% |
| 5Y | +155.8% | +63.6% | +92.2% | +89.2% |
| All | +2,111.2% | +274.4% | +1,836.8% | +933.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling