+104.5%
FTNT vs JD
-5.6%
+110.1%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.1% |
| 7D | -5.8% | -1.7% | -4.2% | -5.8% |
| 30D | -4.8% | -13.2% | +8.4% | -4.4% |
| 3M | +4.4% | -3.2% | +7.6% | +4.6% |
| 6M | +88.8% | +15.2% | +73.6% | +83.9% |
| YTD | +96.8% | +2.0% | +94.8% | +95.4% |
| 1Y | +104.5% | -5.4% | +109.8% | +111.1% |
| All | +104.5% | -5.6% | +110.1% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 1y: compounded portfolio wealth divided by compounded JD 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…
1y analysis · Full analysis span regression · 6 months rolling