+162.8%
FTNT vs NVMI
+261.9%
-99.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.9% |
| 3M | +7.6% | -33.6% | +41.2% | +18.1% |
| 6M | +87.0% | -14.7% | +101.6% | +86.8% |
| YTD | +96.5% | +13.2% | +83.3% | +76.9% |
| 1Y | +92.9% | +29.0% | +63.9% | +64.7% |
| 3Y | +139.8% | +215.0% | -75.1% | +25.5% |
| All | +162.8% | +261.9% | -99.1% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling