+9,303.7%
FTNT vs EXEL
+731.1%
+8,572.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -5.8% | +8.4% | -14.2% | -7.1% |
| 30D | -4.8% | +4.1% | -8.9% | -5.6% |
| 3M | +4.4% | +12.4% | -8.0% | +2.1% |
| 6M | +88.8% | +41.5% | +47.2% | +77.1% |
| YTD | +96.8% | +34.6% | +62.2% | +85.9% |
| 1Y | +104.5% | +57.9% | +46.6% | +87.4% |
| 3Y | +156.8% | +159.5% | -2.7% | +112.6% |
| 5Y | +144.1% | +198.5% | -54.4% | +96.5% |
| 10Y | +2,021.8% | +411.4% | +1,610.4% | +1,382.8% |
| All | +9,303.7% | +731.1% | +8,572.6% | +4,914.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling