+2,072.5%
FTNT vs GSK
+80.1%
+1,992.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -0.1% | -3.5% | +3.4% | +0.8% |
| 30D | -3.0% | -3.4% | +0.5% | -2.3% |
| 3M | +7.6% | -8.1% | +15.7% | +9.5% |
| 6M | +87.0% | -11.1% | +98.1% | +91.4% |
| YTD | +96.5% | +0.7% | +95.8% | +92.2% |
| 1Y | +92.9% | +20.1% | +72.8% | +76.7% |
| 3Y | +139.8% | +46.1% | +93.7% | +97.8% |
| 5Y | +151.3% | +48.2% | +103.1% | +101.8% |
| All | +2,072.5% | +80.1% | +1,992.4% | +1,515.5% |
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