+167.6%
FTNT vs NVD
-99.1%
+266.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.0% | -1.7% |
| 7D | -0.1% | +10.8% | -11.0% | +1.0% |
| 30D | -3.0% | +0.8% | -3.7% | -2.5% |
| 3M | +7.6% | -20.8% | +28.4% | +5.9% |
| 6M | +87.0% | -41.2% | +128.1% | +80.4% |
| YTD | +96.5% | -44.2% | +140.7% | +89.6% |
| 1Y | +92.9% | -54.2% | +147.1% | +84.2% |
| 3Y | +139.8% | -99.1% | +239.0% | +71.5% |
| All | +167.6% | -99.1% | +266.7% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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