+152.9%
FTNT vs EXEL
+230.5%
-77.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.6% |
| 7D | +7.1% | -0.8% | +7.9% | +7.2% |
| 30D | -30.9% | +13.1% | -44.0% | -31.9% |
| 3M | -23.1% | +36.3% | -59.4% | -26.1% |
| 6M | +8.1% | +34.5% | -26.4% | +3.7% |
| YTD | +60.2% | +57.4% | +2.8% | +48.6% |
| 1Y | +57.0% | +62.9% | -5.9% | +44.6% |
| 3Y | +152.9% | +229.5% | -76.6% | +74.5% |
| All | +152.9% | +230.5% | -77.5% | +74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling