+1,930.3%
FTNT vs IR
+271.9%
+1,658.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.3% |
| 7D | +1.6% | -3.1% | +4.7% | +2.7% |
| 30D | -1.9% | -14.0% | +12.1% | +3.4% |
| 3M | +14.4% | +3.7% | +10.7% | +12.1% |
| 6M | +88.7% | -15.4% | +104.0% | +97.0% |
| YTD | +100.0% | -7.7% | +107.7% | +100.7% |
| 1Y | +99.9% | -8.8% | +108.7% | +100.8% |
| 3Y | +147.9% | +5.6% | +142.3% | +131.2% |
| 5Y | +155.8% | +34.3% | +121.5% | +116.8% |
| All | +1,930.3% | +271.9% | +1,658.4% | +1,213.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling