+153.0%
FTNT vs NDAQ
+52.5%
+100.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.4% |
| 7D | +1.7% | -1.6% | +3.3% | +2.6% |
| 30D | -4.3% | -1.5% | -2.8% | -3.4% |
| 3M | +13.6% | +8.0% | +5.6% | +7.3% |
| 6M | +87.6% | +7.7% | +79.9% | +76.7% |
| YTD | +98.0% | -2.3% | +100.3% | +97.5% |
| 1Y | +96.9% | +0.6% | +96.4% | +91.7% |
| 3Y | +145.4% | +90.9% | +54.5% | +46.1% |
| 5Y | +153.0% | +52.5% | +100.5% | +82.3% |
| All | +153.0% | +52.5% | +100.5% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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