+294.3%
FTNT vs EXE
+165.2%
+129.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.0% |
| 7D | +7.1% | +5.3% | +1.7% | +5.9% |
| 30D | -30.9% | -2.2% | -28.7% | -30.5% |
| 3M | -23.1% | -5.9% | -17.2% | -22.2% |
| 6M | +8.1% | -5.7% | +13.8% | +9.2% |
| YTD | +60.2% | -17.8% | +78.0% | +65.6% |
| 1Y | +57.0% | -23.1% | +80.1% | +64.4% |
| 3Y | +152.9% | +21.2% | +131.7% | +139.3% |
| 5Y | +85.9% | +78.8% | +7.1% | +66.9% |
| All | +294.3% | +165.2% | +129.1% | +236.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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