+141.6%
FTNT vs GSK
+48.7%
+92.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | +1.7% | -3.6% | +5.3% | +1.6% |
| 30D | -4.3% | -5.9% | +1.7% | -4.5% |
| 3M | +13.6% | -4.3% | +17.9% | +13.4% |
| 6M | +87.6% | -10.8% | +98.4% | +87.4% |
| YTD | +98.0% | +1.8% | +96.2% | +95.8% |
| 1Y | +96.9% | +23.5% | +73.4% | +91.9% |
| All | +141.6% | +48.7% | +92.9% | +139.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling