+9,359.7%
FTNT vs MKTX
+1,419.5%
+7,940.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.1% |
| 7D | +1.7% | +0.3% | +1.5% | +1.6% |
| 30D | -4.3% | +1.0% | -5.2% | -4.6% |
| 3M | +13.6% | +40.8% | -27.2% | -0.5% |
| 6M | +87.6% | -10.9% | +98.5% | +91.8% |
| YTD | +98.0% | -8.6% | +106.6% | +100.2% |
| 1Y | +96.9% | -11.6% | +108.5% | +100.5% |
| 3Y | +145.4% | -24.5% | +169.9% | +150.7% |
| 5Y | +153.0% | -60.7% | +213.7% | +224.7% |
| 10Y | +2,098.3% | +5.1% | +2,093.1% | +1,802.0% |
| All | +9,359.7% | +1,419.5% | +7,940.2% | +2,988.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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