+2,111.2%
FTNT vs FCEL
-99.2%
+2,210.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.9% | +7.0% | +1.3% |
| 7D | +1.6% | +6.3% | -4.7% | +1.2% |
| 30D | -1.9% | -18.8% | +16.9% | -1.2% |
| 3M | +14.4% | -3.8% | +18.2% | +13.0% |
| 6M | +88.7% | +121.1% | -32.5% | +76.6% |
| YTD | +100.0% | +113.3% | -13.2% | +86.7% |
| 1Y | +99.9% | +173.5% | -73.6% | +82.7% |
| 3Y | +147.9% | -63.9% | +211.8% | +140.0% |
| 5Y | +155.8% | -90.7% | +246.5% | +160.1% |
| All | +2,111.2% | -99.2% | +2,210.3% | +2,298.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling