+104.5%
FTNT vs GSK
+31.2%
+73.2%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | -0.5% |
| 7D | -5.8% | -1.8% | -4.0% | -6.2% |
| 30D | -4.8% | -2.2% | -2.6% | -5.1% |
| 3M | +4.4% | -1.8% | +6.2% | +4.2% |
| 6M | +88.8% | -10.6% | +99.4% | +86.9% |
| YTD | +96.8% | +4.4% | +92.4% | +94.0% |
| 1Y | +104.5% | +30.4% | +74.0% | +99.6% |
| All | +104.5% | +31.2% | +73.2% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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