+7,607.6%
FTNT vs NDAQ
+2,099.3%
+5,508.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.8% |
| 7D | -1.0% | 0.0% | -1.0% | -0.9% |
| 30D | -33.6% | +16.3% | -49.9% | -39.1% |
| 3M | -20.9% | +15.8% | -36.7% | -27.3% |
| 6M | +11.0% | +24.8% | -13.9% | -3.1% |
| YTD | +61.3% | +14.1% | +47.2% | +46.8% |
| 1Y | +53.1% | +26.5% | +26.6% | +31.3% |
| 3Y | +152.1% | +119.1% | +32.9% | +57.2% |
| 5Y | +90.1% | +70.9% | +19.2% | +35.3% |
| 10Y | +1,910.4% | +479.7% | +1,430.6% | +664.2% |
| All | +7,607.6% | +2,099.3% | +5,508.2% | +1,385.2% |
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