+154.6%
FTNT vs JD
-61.6%
+216.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.8% | +1.0% |
| 7D | -2.7% | -0.8% | -1.9% | -2.6% |
| 30D | -1.4% | -16.0% | +14.7% | +1.0% |
| 3M | +10.1% | -3.2% | +13.3% | +10.4% |
| 6M | +88.2% | +6.1% | +82.1% | +85.5% |
| YTD | +98.3% | -0.1% | +98.4% | +96.9% |
| 1Y | +96.0% | -12.7% | +108.7% | +98.2% |
| 3Y | +145.8% | -6.3% | +152.1% | +137.3% |
| 5Y | +154.6% | -61.3% | +216.0% | +178.0% |
| All | +154.6% | -61.6% | +216.2% | +178.0% |
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