+99.9%
FTNT vs EXEL
+50.0%
+49.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.6% | +1.0% |
| 7D | +1.6% | -2.9% | +4.5% | +1.4% |
| 30D | -1.9% | +11.9% | -13.8% | -1.5% |
| 3M | +14.4% | +9.2% | +5.2% | +14.8% |
| 6M | +88.7% | +39.1% | +49.6% | +86.0% |
| YTD | +100.0% | +31.0% | +69.0% | +98.0% |
| 1Y | +99.9% | +52.3% | +47.5% | +97.4% |
| All | +99.9% | +50.0% | +49.8% | +97.4% |
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