+9,303.7%
FTNT vs JCI
+1,112.1%
+8,191.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -2.0% | -0.9% |
| 7D | -5.8% | +3.8% | -9.7% | -7.5% |
| 30D | -4.8% | -5.7% | +0.9% | -2.4% |
| 3M | +4.4% | -1.4% | +5.8% | +4.4% |
| 6M | +88.8% | +4.1% | +84.6% | +81.6% |
| YTD | +96.8% | +21.7% | +75.1% | +74.6% |
| 1Y | +104.5% | +36.1% | +68.3% | +71.0% |
| 3Y | +156.8% | +154.4% | +2.3% | +54.5% |
| 5Y | +144.1% | +112.0% | +32.0% | +58.2% |
| 10Y | +2,021.8% | +322.2% | +1,699.5% | +825.4% |
| All | +9,303.7% | +1,112.1% | +8,191.6% | +1,920.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling