+162.8%
FTNT vs EXEL
+180.6%
-17.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.2% |
| 7D | -0.1% | -4.9% | +4.8% | +1.0% |
| 30D | -3.0% | +11.4% | -14.4% | -5.6% |
| 3M | +7.6% | +4.9% | +2.7% | +5.7% |
| 6M | +87.0% | +34.4% | +52.5% | +70.9% |
| YTD | +96.5% | +28.0% | +68.5% | +81.5% |
| 1Y | +92.9% | +43.6% | +49.3% | +71.2% |
| 3Y | +139.8% | +155.2% | -15.4% | +61.9% |
| All | +162.8% | +180.6% | -17.8% | +56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling