+9,303.7%
FTNT vs NDAQ
+1,836.1%
+7,467.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.8% | +1.0% |
| 7D | -5.8% | -2.4% | -3.4% | -4.6% |
| 30D | -4.8% | +2.5% | -7.2% | -6.0% |
| 3M | +4.4% | +9.9% | -5.5% | -1.7% |
| 6M | +88.8% | +9.4% | +79.3% | +77.6% |
| YTD | +96.8% | +0.4% | +96.4% | +93.1% |
| 1Y | +104.5% | +4.0% | +100.4% | +95.9% |
| 3Y | +156.8% | +94.4% | +62.4% | +71.2% |
| 5Y | +144.1% | +56.7% | +87.3% | +83.2% |
| 10Y | +2,021.8% | +375.3% | +1,646.5% | +798.3% |
| All | +9,303.7% | +1,836.1% | +7,467.6% | +1,853.0% |
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