+51.8%
FTNT vs NI
+9.5%
+42.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +1.8% |
| 7D | -25.7% | +3.9% | -29.6% | -24.0% |
| 30D | -29.7% | +15.3% | -45.0% | -25.5% |
| 3M | -23.1% | +2.4% | -25.5% | -21.4% |
| 6M | +45.0% | -4.5% | +49.5% | +46.1% |
| YTD | +62.9% | +11.4% | +51.6% | +59.7% |
| 1Y | +51.8% | +8.5% | +43.3% | +50.1% |
| All | +51.8% | +9.5% | +42.4% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 1y: compounded portfolio wealth divided by compounded NI 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…
1y analysis · Full analysis span regression · 6 months rolling