+155.8%
FTNT vs GSK
+47.2%
+108.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.1% | +1.1% |
| 7D | +1.6% | -5.4% | +7.0% | +2.2% |
| 30D | -1.9% | -4.6% | +2.7% | -1.5% |
| 3M | +14.4% | -5.1% | +19.5% | +14.7% |
| 6M | +88.7% | -11.4% | +100.1% | +90.8% |
| YTD | +100.0% | +0.7% | +99.3% | +96.8% |
| 1Y | +99.9% | +23.0% | +76.8% | +88.3% |
| 3Y | +147.9% | +48.0% | +100.0% | +118.3% |
| 5Y | +155.8% | +48.2% | +107.6% | +122.8% |
| All | +155.8% | +47.2% | +108.6% | +122.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling