+104.5%
FTNT vs M
+46.1%
+58.3%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.2% |
| 7D | -5.8% | +4.7% | -10.6% | -6.2% |
| 30D | -4.8% | -9.6% | +4.9% | -4.1% |
| 3M | +4.4% | +0.9% | +3.6% | +4.2% |
| 6M | +88.8% | +22.3% | +66.5% | +86.1% |
| YTD | +96.8% | +6.5% | +90.3% | +96.2% |
| 1Y | +104.5% | +38.8% | +65.7% | +91.2% |
| All | +104.5% | +46.1% | +58.3% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling