+99.9%
FTNT vs GSK
+22.9%
+77.0%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.1% | +0.8% |
| 7D | +1.6% | -5.4% | +7.0% | +0.3% |
| 30D | -1.9% | -4.6% | +2.7% | -2.9% |
| 3M | +14.4% | -5.1% | +19.5% | +13.2% |
| 6M | +88.7% | -11.4% | +100.1% | +85.4% |
| YTD | +100.0% | +0.7% | +99.3% | +95.6% |
| 1Y | +99.9% | +23.0% | +76.8% | +94.4% |
| All | +99.9% | +22.9% | +77.0% | +94.4% |
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