+7,335.0%
FTNT vs M
+151.0%
+7,184.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -3.5% | +5.0% | -8.6% | -4.3% |
| 30D | -36.5% | +10.6% | -47.2% | -37.8% |
| 3M | -24.7% | +1.6% | -26.3% | -25.3% |
| 6M | +8.3% | +30.8% | -22.5% | +2.7% |
| YTD | +55.6% | +16.9% | +38.7% | +49.4% |
| 1Y | +50.2% | +26.3% | +23.9% | +42.0% |
| 3Y | +143.2% | +158.6% | -15.5% | +95.0% |
| 5Y | +85.5% | +2.1% | +83.4% | +68.0% |
| 10Y | +1,868.3% | -4.3% | +1,872.6% | +1,580.7% |
| All | +7,335.0% | +151.0% | +7,184.0% | +4,281.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling