+11.0%
FTNT vs FFIV
-9.5%
+20.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.2% |
| 7D | -1.0% | -2.9% | +1.9% | +0.8% |
| 30D | -33.6% | -32.4% | -1.2% | -18.2% |
| 3M | -20.9% | -22.7% | +1.8% | -11.4% |
| 6M | +11.0% | -10.7% | +21.7% | +8.3% |
| All | +11.0% | -9.5% | +20.5% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 6mo: compounded portfolio wealth divided by compounded FFIV 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…
6mo analysis · Full analysis span regression · 6 months rolling