+162.8%
FTNT vs NSC
+42.7%
+120.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | -1.4% |
| 7D | -0.1% | -2.8% | +2.6% | +0.9% |
| 30D | -3.0% | -4.5% | +1.5% | -1.4% |
| 3M | +7.6% | +3.5% | +4.0% | +5.8% |
| 6M | +87.0% | +8.5% | +78.4% | +78.7% |
| YTD | +96.5% | +12.3% | +84.2% | +84.3% |
| 1Y | +92.9% | +18.9% | +74.0% | +76.0% |
| 3Y | +139.8% | +74.1% | +65.7% | +71.6% |
| All | +162.8% | +42.7% | +120.2% | +121.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 5y: compounded portfolio wealth divided by compounded NSC 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…
5y analysis · Full analysis span regression · 6 months rolling