+154.6%
FTNT vs M
+24.8%
+129.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +1.2% |
| 7D | -2.7% | +2.4% | -5.1% | -3.1% |
| 30D | -1.4% | -11.6% | +10.3% | +0.7% |
| 3M | +10.1% | +1.6% | +8.5% | +9.4% |
| 6M | +88.2% | +25.2% | +63.0% | +79.4% |
| YTD | +98.3% | +3.8% | +94.5% | +94.8% |
| 1Y | +96.0% | +36.3% | +59.6% | +82.2% |
| 3Y | +145.8% | +116.3% | +29.4% | +95.1% |
| 5Y | +154.6% | +28.2% | +126.5% | +136.3% |
| All | +154.6% | +24.8% | +129.8% | +136.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling