+7,554.6%
FTNT vs EXEL
+871.8%
+6,682.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -32.3% |
| 3M | -23.1% | +36.3% | -59.4% | -27.0% |
| 6M | +8.1% | +34.5% | -26.4% | +2.5% |
| YTD | +60.2% | +57.4% | +2.8% | +47.4% |
| 1Y | +57.0% | +62.9% | -5.9% | +43.6% |
| 3Y | +152.9% | +229.5% | -76.6% | +101.9% |
| 5Y | +85.9% | +281.2% | -195.3% | +44.3% |
| 10Y | +1,896.5% | +320.7% | +1,575.8% | +1,336.2% |
| All | +7,554.6% | +871.8% | +6,682.8% | +3,877.0% |
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 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