+2,072.5%
FTNT vs NVMI
+3,158.6%
-1,086.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.3% | -2.2% |
| 7D | -0.1% | -0.1% | -0.1% | -0.1% |
| 30D | -3.0% | -8.4% | +5.4% | -0.6% |
| 3M | +7.6% | -33.6% | +41.2% | +20.0% |
| 6M | +87.0% | -14.7% | +101.6% | +87.4% |
| YTD | +96.5% | +13.2% | +83.3% | +75.8% |
| 1Y | +92.9% | +29.0% | +63.9% | +63.0% |
| 3Y | +139.8% | +215.0% | -75.1% | +28.2% |
| 5Y | +151.3% | +268.6% | -117.2% | +22.4% |
| All | +2,072.5% | +3,158.6% | -1,086.2% | +488.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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