+142.0%
FTNT vs EMR
+62.0%
+80.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -2.7% | +3.1% | -5.8% | -3.4% |
| 30D | -1.4% | -3.5% | +2.2% | -0.6% |
| 3M | +10.1% | +9.8% | +0.3% | +7.3% |
| 6M | +88.2% | +10.8% | +77.4% | +80.9% |
| YTD | +98.3% | +15.9% | +82.4% | +86.3% |
| 1Y | +96.0% | +16.4% | +79.5% | +83.4% |
| All | +142.0% | +62.0% | +80.0% | +102.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling