+1,910.4%
FTNT vs GSK
+105.0%
+1,805.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | +7.1% | +1.1% | +5.9% | +6.7% |
| 30D | -30.9% | +6.3% | -37.2% | -32.0% |
| 3M | -23.1% | +1.8% | -24.9% | -23.7% |
| 6M | +8.1% | +1.7% | +6.4% | +6.8% |
| YTD | +60.2% | +6.5% | +53.7% | +54.2% |
| 1Y | +57.0% | +9.5% | +47.5% | +49.6% |
| 3Y | +152.9% | +65.3% | +87.6% | +99.8% |
| 5Y | +85.9% | +43.7% | +42.2% | +53.9% |
| All | +1,910.4% | +105.0% | +1,805.5% | +1,319.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling