+75.4%
FTNT vs JD
-58.0%
+133.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.6% | +3.4% |
| 7D | -3.0% | +7.9% | -10.9% | -4.0% |
| 30D | -37.1% | +4.8% | -41.9% | -37.6% |
| 3M | -23.3% | -13.9% | -9.4% | -21.8% |
| 6M | +7.4% | -5.8% | +13.2% | +7.8% |
| YTD | +54.2% | +2.4% | +51.8% | +52.4% |
| 1Y | +49.7% | -7.5% | +57.3% | +50.2% |
| 3Y | +146.6% | +20.9% | +125.7% | +127.2% |
| 5Y | +75.4% | -58.0% | +133.5% | +93.4% |
| All | +75.4% | -58.0% | +133.4% | +93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling