+155.8%
FTNT vs JCI
+105.2%
+50.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.6% |
| 7D | +1.6% | +0.4% | +1.2% | +1.4% |
| 30D | -1.9% | -7.7% | +5.8% | +1.3% |
| 3M | +14.4% | +2.8% | +11.6% | +12.4% |
| 6M | +88.7% | +7.2% | +81.4% | +79.1% |
| YTD | +100.0% | +20.0% | +80.1% | +78.3% |
| 1Y | +99.9% | +33.3% | +66.6% | +67.8% |
| 3Y | +147.9% | +161.3% | -13.4% | +42.3% |
| 5Y | +155.8% | +108.8% | +47.0% | +74.6% |
| All | +155.8% | +105.2% | +50.6% | +74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling