+170.0%
FTNT vs NVD
-99.2%
+269.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.1% | +1.2% |
| 7D | -2.7% | -7.7% | +4.9% | -3.6% |
| 30D | -1.4% | -5.8% | +4.4% | -1.6% |
| 3M | +10.1% | -23.2% | +33.3% | +8.0% |
| 6M | +88.2% | -49.7% | +137.9% | +78.6% |
| YTD | +98.3% | -47.7% | +146.0% | +89.9% |
| 1Y | +96.0% | -61.3% | +157.3% | +83.8% |
| 3Y | +145.8% | -99.2% | +245.0% | +74.9% |
| All | +170.0% | -99.2% | +269.2% | +92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling