+147.4%
FTNT vs M
+123.1%
+24.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.3% |
| 7D | -5.8% | +4.7% | -10.6% | -6.4% |
| 30D | -4.8% | -9.6% | +4.9% | -3.7% |
| 3M | +4.4% | +0.9% | +3.6% | +4.1% |
| 6M | +88.8% | +22.3% | +66.5% | +83.7% |
| YTD | +96.8% | +6.5% | +90.3% | +94.3% |
| 1Y | +104.5% | +38.8% | +65.7% | +94.5% |
| All | +147.4% | +123.1% | +24.3% | +110.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling