+51.8%
FTNT vs EXC
+1.0%
+50.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +2.0% |
| 7D | -25.7% | +3.3% | -29.0% | -23.9% |
| 30D | -29.7% | +13.3% | -43.0% | -24.8% |
| 3M | -23.1% | +1.8% | -24.9% | -21.3% |
| 6M | +45.0% | +1.1% | +43.9% | +49.3% |
| YTD | +62.9% | +9.0% | +53.9% | +75.1% |
| 1Y | +51.8% | +3.4% | +48.5% | +64.4% |
| All | +51.8% | +1.0% | +50.8% | +64.4% |
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