+1,555.7%
FTNT vs IR
+334.2%
+1,221.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +5.7% | +4.3% | +1.5% | +4.2% |
| 30D | -32.1% | +8.1% | -40.2% | -34.3% |
| 3M | -19.5% | +0.7% | -20.2% | -20.3% |
| 6M | +13.8% | +16.6% | -2.9% | +6.2% |
| YTD | +63.1% | +7.8% | +55.3% | +54.0% |
| 1Y | +57.7% | +9.9% | +47.8% | +47.5% |
| 3Y | +154.9% | +25.2% | +129.7% | +122.6% |
| 5Y | +89.3% | +46.8% | +42.5% | +53.8% |
| All | +1,555.7% | +334.2% | +1,221.5% | +907.2% |
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