+147.4%
FTNT vs JD
-4.6%
+152.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.2% |
| 7D | -5.8% | -1.7% | -4.2% | -5.7% |
| 30D | -4.8% | -13.2% | +8.4% | -3.8% |
| 3M | +4.4% | -3.2% | +7.6% | +4.6% |
| 6M | +88.8% | +15.2% | +73.6% | +85.6% |
| YTD | +96.8% | +2.0% | +94.8% | +95.6% |
| 1Y | +104.5% | -5.4% | +109.8% | +104.5% |
| All | +147.4% | -4.6% | +152.0% | +145.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling