+9,303.7%
FTNT vs IT
+827.5%
+8,476.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +2.0% |
| 7D | -5.8% | -6.0% | +0.2% | -3.2% |
| 30D | -4.8% | 0.0% | -4.8% | -5.1% |
| 3M | +4.4% | +13.1% | -8.6% | -4.4% |
| 6M | +88.8% | +11.7% | +77.1% | +72.4% |
| YTD | +96.8% | -26.1% | +122.9% | +115.3% |
| 1Y | +104.5% | -21.3% | +125.7% | +114.3% |
| 3Y | +156.8% | -46.7% | +203.5% | +208.8% |
| 5Y | +144.1% | -40.5% | +184.6% | +176.5% |
| 10Y | +2,021.8% | +103.9% | +1,917.9% | +1,076.3% |
| All | +9,303.7% | +827.5% | +8,476.3% | +2,352.0% |
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