+9,359.7%
FTNT vs ITW
+684.2%
+8,675.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.6% | +0.8% |
| 7D | +1.7% | -1.9% | +3.6% | +2.8% |
| 30D | -4.3% | -10.4% | +6.1% | +1.7% |
| 3M | +13.6% | +3.5% | +10.1% | +10.8% |
| 6M | +87.6% | -3.4% | +91.0% | +88.7% |
| YTD | +98.0% | +8.5% | +89.5% | +84.9% |
| 1Y | +96.9% | +3.2% | +93.7% | +88.6% |
| 3Y | +145.4% | +18.9% | +126.5% | +113.0% |
| 5Y | +153.0% | +35.0% | +117.9% | +102.2% |
| 10Y | +2,098.3% | +188.6% | +1,909.6% | +924.1% |
| All | +9,359.7% | +684.2% | +8,675.5% | +2,054.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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