+2,072.5%
FTNT vs ENTG
+797.5%
+1,275.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -3.9% | -2.4% |
| 7D | -0.1% | +1.2% | -1.3% | -0.6% |
| 30D | -3.0% | -12.9% | +9.9% | +1.1% |
| 3M | +7.6% | -3.1% | +10.6% | +4.9% |
| 6M | +87.0% | +21.0% | +65.9% | +64.1% |
| YTD | +96.5% | +67.0% | +29.5% | +50.4% |
| 1Y | +92.9% | +68.6% | +24.3% | +44.4% |
| 3Y | +139.8% | +48.6% | +91.2% | +70.6% |
| 5Y | +151.3% | +18.6% | +132.7% | +86.3% |
| All | +2,072.5% | +797.5% | +1,275.0% | +622.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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