+104.5%
FTNT vs IR
-1.2%
+105.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | -5.8% | -2.8% | -3.0% | -5.9% |
| 30D | -4.8% | -15.1% | +10.4% | -5.0% |
| 3M | +4.4% | +6.1% | -1.6% | +4.3% |
| 6M | +88.8% | -16.8% | +105.6% | +90.4% |
| YTD | +96.8% | -3.5% | +100.4% | +95.1% |
| 1Y | +104.5% | -3.5% | +108.0% | +103.9% |
| All | +104.5% | -1.2% | +105.7% | +103.9% |
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