+57.0%
FTNT vs JD
-8.1%
+65.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -1.6% |
| 7D | +7.1% | -4.1% | +11.2% | +6.6% |
| 30D | -30.9% | +4.6% | -35.5% | -30.5% |
| 3M | -23.1% | -4.7% | -18.4% | -23.1% |
| 6M | +8.1% | -17.4% | +25.5% | +7.3% |
| YTD | +60.2% | +0.7% | +59.5% | +60.8% |
| 1Y | +57.0% | -5.9% | +62.9% | +58.6% |
| All | +57.0% | -8.1% | +65.1% | +58.6% |
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