+1,220.2%
FTNT vs EQH
+230.1%
+990.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | +0.1% | +0.7% |
| 7D | +1.6% | -1.8% | +3.3% | +2.2% |
| 30D | -1.9% | +2.4% | -4.3% | -2.8% |
| 3M | +14.4% | +26.3% | -11.9% | +4.7% |
| 6M | +88.7% | +35.8% | +52.8% | +67.0% |
| YTD | +100.0% | +12.7% | +87.4% | +89.0% |
| 1Y | +99.9% | +2.5% | +97.4% | +94.7% |
| 3Y | +147.9% | +98.6% | +49.3% | +86.9% |
| 5Y | +155.8% | +101.7% | +54.1% | +91.0% |
| All | +1,220.2% | +230.1% | +990.2% | +669.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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