+51.8%
FTNT vs FCEL
+32.6%
+19.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.0% | +7.0% | +1.3% |
| 7D | -25.7% | -14.9% | -10.8% | -25.1% |
| 30D | -29.7% | -41.7% | +11.9% | -28.3% |
| 3M | -23.1% | -53.2% | +30.0% | -21.2% |
| 6M | +45.0% | -19.0% | +64.0% | +43.3% |
| YTD | +62.9% | +44.2% | +18.8% | +52.3% |
| 1Y | +51.8% | +42.4% | +9.4% | +40.0% |
| All | +51.8% | +32.6% | +19.3% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 1y: compounded portfolio wealth divided by compounded FCEL 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…
1y analysis · Full analysis span regression · 6 months rolling