+7,554.6%
FTNT vs NDAQ
+2,075.1%
+5,479.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | +7.1% | +1.3% | +5.8% | +6.3% |
| 30D | -30.9% | +18.0% | -48.8% | -37.1% |
| 3M | -23.1% | +11.5% | -34.6% | -27.9% |
| 6M | +8.1% | +21.1% | -13.0% | -4.0% |
| YTD | +60.2% | +12.8% | +47.4% | +46.7% |
| 1Y | +57.0% | +25.7% | +31.3% | +35.1% |
| 3Y | +152.9% | +116.8% | +36.1% | +58.6% |
| 5Y | +85.9% | +67.3% | +18.6% | +33.8% |
| 10Y | +1,896.5% | +473.3% | +1,423.2% | +663.5% |
| All | +7,554.6% | +2,075.1% | +5,479.6% | +1,383.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling