+2,072.5%
FTNT vs NOC
+192.5%
+1,880.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -0.1% | +0.8% | -0.9% | -0.3% |
| 30D | -3.0% | -9.7% | +6.7% | -0.9% |
| 3M | +7.6% | -5.6% | +13.2% | +8.6% |
| 6M | +87.0% | -28.6% | +115.5% | +100.6% |
| YTD | +96.5% | -7.9% | +104.4% | +96.9% |
| 1Y | +92.9% | -9.5% | +102.5% | +93.9% |
| 3Y | +139.8% | +28.4% | +111.5% | +114.4% |
| 5Y | +151.3% | +59.0% | +92.4% | +105.1% |
| All | +2,072.5% | +192.5% | +1,880.0% | +1,340.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 10y: compounded portfolio wealth divided by compounded NOC 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…
10y analysis · Full analysis span regression · 6 months rolling