+141.6%
FTNT vs GEHC
+0.3%
+141.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.3% |
| 7D | +1.7% | -7.6% | +9.4% | +3.2% |
| 30D | -4.3% | -10.7% | +6.4% | -2.4% |
| 3M | +13.6% | -1.2% | +14.8% | +13.4% |
| 6M | +87.6% | -13.7% | +101.3% | +91.9% |
| YTD | +98.0% | -20.4% | +118.4% | +105.6% |
| 1Y | +96.9% | -17.0% | +114.0% | +101.9% |
| All | +141.6% | +0.3% | +141.3% | +127.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling