+1,868.3%
FTNT vs JD
+26.7%
+1,841.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -3.5% | +5.2% | -8.7% | -4.7% |
| 30D | -36.5% | +4.5% | -41.1% | -37.3% |
| 3M | -24.7% | -15.4% | -9.3% | -22.3% |
| 6M | +8.3% | -6.0% | +14.4% | +9.0% |
| YTD | +55.6% | +2.2% | +53.5% | +52.9% |
| 1Y | +50.2% | -6.7% | +56.8% | +50.5% |
| 3Y | +143.2% | +20.5% | +122.6% | +115.7% |
| 5Y | +85.5% | -58.4% | +143.9% | +101.1% |
| 10Y | +1,868.3% | +32.5% | +1,835.8% | +1,258.2% |
| All | +1,868.3% | +26.7% | +1,841.6% | +1,258.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling