+9,374.7%
FTNT vs NOC
+1,350.6%
+8,024.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | -2.7% | -2.7% | 0.0% | -1.8% |
| 30D | -1.4% | -8.9% | +7.5% | +1.7% |
| 3M | +10.1% | -3.7% | +13.8% | +10.9% |
| 6M | +88.2% | -30.8% | +119.0% | +112.1% |
| YTD | +98.3% | -7.9% | +106.2% | +99.3% |
| 1Y | +96.0% | -9.4% | +105.4% | +97.6% |
| 3Y | +145.8% | +29.0% | +116.8% | +108.4% |
| 5Y | +154.6% | +56.1% | +98.6% | +90.7% |
| 10Y | +2,063.6% | +186.3% | +1,877.4% | +944.8% |
| All | +9,374.7% | +1,350.6% | +8,024.1% | +1,357.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling