+51.8%
FTNT vs IR
+11.7%
+40.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +0.9% |
| 7D | -25.7% | +11.6% | -37.2% | -24.4% |
| 30D | -29.7% | +7.2% | -36.9% | -28.6% |
| 3M | -23.1% | -5.9% | -17.2% | -22.3% |
| 6M | +45.0% | +11.5% | +33.5% | +46.9% |
| YTD | +62.9% | +6.3% | +56.6% | +64.7% |
| 1Y | +51.8% | +9.1% | +42.7% | +52.7% |
| All | +51.8% | +11.7% | +40.1% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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