+141.6%
FTNT vs JCI
+163.4%
-21.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | +1.7% | +4.1% | -2.3% | +0.6% |
| 30D | -4.3% | -3.8% | -0.4% | -3.3% |
| 3M | +13.6% | -1.6% | +15.3% | +13.7% |
| 6M | +87.6% | +9.5% | +78.1% | +79.7% |
| YTD | +98.0% | +21.7% | +76.3% | +81.1% |
| 1Y | +96.9% | +37.1% | +59.8% | +70.6% |
| All | +141.6% | +163.4% | -21.8% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 3y: compounded portfolio wealth divided by compounded JCI 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…
3y analysis · Full analysis span regression · 6 months rolling