+152.9%
FTNT vs M
+158.0%
-5.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -1.9% |
| 7D | +7.1% | +7.0% | 0.0% | +6.3% |
| 30D | -30.9% | +8.9% | -39.8% | -31.6% |
| 3M | -23.1% | +4.5% | -27.6% | -23.6% |
| 6M | +8.1% | +36.2% | -28.1% | +3.8% |
| YTD | +60.2% | +15.1% | +45.1% | +56.3% |
| 1Y | +57.0% | +27.4% | +29.6% | +50.8% |
| 3Y | +152.9% | +160.1% | -7.2% | +120.3% |
| All | +152.9% | +158.0% | -5.1% | +120.3% |
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