+2,714.1%
FTNT vs JD
+48.9%
+2,665.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.6% | +3.6% |
| 7D | -3.0% | +7.9% | -10.9% | -4.6% |
| 30D | -37.1% | +4.8% | -41.9% | -37.9% |
| 3M | -23.3% | -13.9% | -9.4% | -21.1% |
| 6M | +7.4% | -5.8% | +13.2% | +8.0% |
| YTD | +54.2% | +2.4% | +51.8% | +51.4% |
| 1Y | +49.7% | -7.5% | +57.3% | +50.3% |
| 3Y | +146.6% | +20.9% | +125.7% | +119.2% |
| 5Y | +75.4% | -58.0% | +133.5% | +88.0% |
| 10Y | +1,828.7% | +28.9% | +1,799.8% | +1,310.7% |
| All | +2,714.1% | +48.9% | +2,665.2% | +1,908.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling