+92.9%
FTNT vs GEHC
-15.7%
+108.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | -0.1% | -7.2% | +7.0% | +0.2% |
| 30D | -3.0% | -11.6% | +8.6% | -2.5% |
| 3M | +7.6% | -0.8% | +8.4% | +7.5% |
| 6M | +87.0% | -11.9% | +98.9% | +87.8% |
| YTD | +96.5% | -21.9% | +118.5% | +98.3% |
| 1Y | +92.9% | -17.8% | +110.8% | +93.0% |
| All | +92.9% | -15.7% | +108.6% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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