+1,912.7%
FTNT vs IR
+282.2%
+1,630.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.3% |
| 7D | -2.7% | +0.6% | -3.3% | -2.9% |
| 30D | -1.4% | -13.6% | +12.3% | +3.8% |
| 3M | +10.1% | +3.7% | +6.4% | +7.9% |
| 6M | +88.2% | -13.1% | +101.3% | +94.7% |
| YTD | +98.3% | -5.1% | +103.4% | +97.1% |
| 1Y | +96.0% | -6.5% | +102.4% | +95.2% |
| 3Y | +145.8% | +8.5% | +137.3% | +127.0% |
| 5Y | +154.6% | +43.3% | +111.3% | +111.5% |
| All | +1,912.7% | +282.2% | +1,630.5% | +1,189.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling