+148.8%
FTNT vs FN
+289.0%
-140.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.2% | -0.5% |
| 7D | -5.8% | -1.7% | -4.2% | -5.6% |
| 30D | -4.8% | -22.0% | +17.2% | -1.9% |
| 3M | +4.4% | -43.0% | +47.4% | +12.2% |
| 6M | +88.8% | -27.7% | +116.5% | +90.2% |
| YTD | +96.8% | -10.5% | +107.3% | +87.2% |
| 1Y | +104.5% | +12.5% | +92.0% | +83.0% |
| 3Y | +156.8% | +153.8% | +3.0% | +74.6% |
| All | +148.8% | +289.0% | -140.2% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 5y: compounded portfolio wealth divided by compounded FN 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…
5y analysis · Full analysis span regression · 6 months rolling