+9,290.5%
FTNT vs JHX
+470.7%
+8,819.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.7% | -2.0% |
| 7D | -0.1% | -6.3% | +6.2% | +1.5% |
| 30D | -3.0% | -7.7% | +4.8% | -1.0% |
| 3M | +7.6% | +19.2% | -11.6% | +2.0% |
| 6M | +87.0% | +38.3% | +48.7% | +67.6% |
| YTD | +96.5% | +37.2% | +59.3% | +75.8% |
| 1Y | +92.9% | +42.3% | +50.7% | +69.6% |
| 3Y | +139.8% | -4.4% | +144.2% | +115.0% |
| 5Y | +151.3% | -26.4% | +177.7% | +139.3% |
| 10Y | +2,082.2% | +106.3% | +1,975.9% | +1,302.3% |
| All | +9,290.5% | +470.7% | +8,819.8% | +3,850.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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