+141.6%
FTNT vs EXEL
+164.8%
-23.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | +1.7% | -0.3% | +2.1% | +1.8% |
| 30D | -4.3% | +10.1% | -14.4% | -5.4% |
| 3M | +13.6% | +10.1% | +3.5% | +12.0% |
| 6M | +87.6% | +37.7% | +49.9% | +78.0% |
| YTD | +98.0% | +33.1% | +64.9% | +88.6% |
| 1Y | +96.9% | +52.4% | +44.5% | +82.7% |
| All | +141.6% | +164.8% | -23.2% | +96.0% |
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