+104.5%
FTNT vs EXC
+2.6%
+101.9%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | -0.9% |
| 7D | -5.8% | -0.7% | -5.2% | -6.1% |
| 30D | -4.8% | -4.6% | -0.1% | -6.4% |
| 3M | +4.4% | -2.2% | +6.6% | +3.8% |
| 6M | +88.8% | -10.6% | +99.3% | +84.4% |
| YTD | +96.8% | +1.9% | +94.9% | +101.6% |
| 1Y | +104.5% | +3.4% | +101.1% | +106.9% |
| All | +104.5% | +2.6% | +101.9% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 1y: compounded portfolio wealth divided by compounded EXC 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…
1y analysis · Full analysis span regression · 6 months rolling