+155.8%
FTNT vs IT
-46.1%
+201.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | +1.6% | -12.7% | +14.3% | +6.9% |
| 30D | -1.9% | -8.9% | +7.0% | +1.3% |
| 3M | +14.4% | +10.1% | +4.2% | +6.8% |
| 6M | +88.7% | +7.3% | +81.4% | +77.1% |
| YTD | +100.0% | -32.4% | +132.4% | +128.8% |
| 1Y | +99.9% | -26.6% | +126.5% | +116.9% |
| 3Y | +147.9% | -51.8% | +199.8% | +210.0% |
| 5Y | +155.8% | -45.6% | +201.4% | +184.8% |
| All | +155.8% | -46.1% | +201.9% | +184.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 5y: compounded portfolio wealth divided by compounded IT 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…
5y analysis · Full analysis span regression · 6 months rolling