+104.5%
FTNT vs EXEL
+59.2%
+45.2%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | -0.1% |
| 7D | -5.8% | +8.4% | -14.2% | -5.5% |
| 30D | -4.8% | +4.1% | -8.9% | -4.4% |
| 3M | +4.4% | +12.4% | -8.0% | +5.0% |
| 6M | +88.8% | +41.5% | +47.2% | +86.4% |
| YTD | +96.8% | +34.6% | +62.2% | +95.0% |
| 1Y | +104.5% | +57.9% | +46.6% | +102.4% |
| All | +104.5% | +59.2% | +45.2% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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