+7,554.6%
FTNT vs IT
+856.0%
+6,698.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.1% |
| 7D | +7.1% | +1.1% | +6.0% | +6.6% |
| 30D | -30.9% | -1.8% | -29.0% | -31.5% |
| 3M | -23.1% | +4.8% | -27.9% | -26.8% |
| 6M | +8.1% | +33.0% | -24.9% | -11.0% |
| YTD | +60.2% | -23.8% | +84.0% | +68.5% |
| 1Y | +57.0% | -16.5% | +73.5% | +57.4% |
| 3Y | +152.9% | -53.6% | +206.6% | +226.3% |
| 5Y | +85.9% | -42.1% | +128.0% | +108.5% |
| 10Y | +1,896.5% | +90.1% | +1,806.5% | +1,028.6% |
| All | +7,554.6% | +856.0% | +6,698.7% | +1,819.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling