+9,303.7%
FTNT vs EMR
+460.9%
+8,842.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.8% | -0.9% |
| 7D | -5.8% | -1.5% | -4.3% | -5.2% |
| 30D | -4.8% | -5.6% | +0.8% | -2.2% |
| 3M | +4.4% | +7.9% | -3.5% | -0.2% |
| 6M | +88.8% | +6.0% | +82.8% | +79.3% |
| YTD | +96.8% | +16.4% | +80.4% | +76.7% |
| 1Y | +104.5% | +16.6% | +87.8% | +82.6% |
| 3Y | +156.8% | +62.9% | +93.9% | +86.4% |
| 5Y | +144.1% | +60.1% | +84.0% | +76.7% |
| 10Y | +2,021.8% | +268.8% | +1,753.0% | +772.0% |
| All | +9,303.7% | +460.9% | +8,842.8% | +2,996.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling