+199.6%
FTNT vs GEHC
+10.0%
+189.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | -5.8% | -4.0% | -1.9% | -5.2% |
| 30D | -4.8% | -2.0% | -2.8% | -4.5% |
| 3M | +4.4% | +8.0% | -3.6% | +2.5% |
| 6M | +88.8% | -12.8% | +101.5% | +92.9% |
| YTD | +96.8% | -15.9% | +112.7% | +102.1% |
| 1Y | +104.5% | -6.9% | +111.4% | +104.6% |
| 3Y | +156.8% | 0.0% | +156.8% | +146.2% |
| All | +199.6% | +10.0% | +189.6% | +192.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling