+9,359.7%
FTNT vs NI
+1,226.1%
+8,133.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | 0.0% |
| 7D | +1.7% | +1.3% | +0.5% | +1.3% |
| 30D | -4.3% | -0.3% | -4.0% | -4.2% |
| 3M | +13.6% | -9.5% | +23.1% | +17.3% |
| 6M | +87.6% | -10.2% | +97.8% | +93.5% |
| YTD | +98.0% | +1.8% | +96.2% | +94.3% |
| 1Y | +96.9% | +5.7% | +91.2% | +90.3% |
| 3Y | +145.4% | +69.6% | +75.8% | +96.3% |
| 5Y | +153.0% | +95.8% | +57.2% | +90.5% |
| 10Y | +2,098.3% | +145.1% | +1,953.2% | +1,314.1% |
| All | +9,359.7% | +1,226.1% | +8,133.6% | +2,074.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling