+9,359.7%
FTNT vs NVMI
+12,157.4%
-2,797.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | +1.7% | +6.9% | -5.2% | -0.3% |
| 30D | -4.3% | -2.8% | -1.4% | -3.7% |
| 3M | +13.6% | -27.3% | +40.9% | +22.5% |
| 6M | +87.6% | -13.7% | +101.3% | +88.0% |
| YTD | +98.0% | +13.8% | +84.1% | +79.6% |
| 1Y | +96.9% | +34.9% | +62.1% | +67.8% |
| 3Y | +145.4% | +213.5% | -68.1% | +45.6% |
| 5Y | +153.0% | +272.5% | -119.5% | +39.3% |
| 10Y | +2,098.3% | +3,142.4% | -1,044.1% | +530.1% |
| All | +9,359.7% | +12,157.4% | -2,797.7% | +2,351.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling