+145.8%
FTNT vs IR
+8.4%
+137.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.2% |
| 7D | -2.7% | +0.6% | -3.3% | -2.9% |
| 30D | -1.4% | -13.6% | +12.3% | +2.6% |
| 3M | +10.1% | +3.7% | +6.4% | +8.1% |
| 6M | +88.2% | -13.1% | +101.3% | +93.9% |
| YTD | +98.3% | -5.1% | +103.4% | +95.9% |
| 1Y | +96.0% | -6.5% | +102.4% | +94.1% |
| 3Y | +145.8% | +8.5% | +137.3% | +123.5% |
| All | +145.8% | +8.4% | +137.4% | +123.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling