+104.5%
FTNT vs NVS
+27.7%
+76.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | -0.6% |
| 7D | -5.8% | +4.0% | -9.9% | -4.5% |
| 30D | -4.8% | +3.6% | -8.4% | -3.4% |
| 3M | +4.4% | +7.8% | -3.4% | +6.6% |
| 6M | +88.8% | -0.2% | +89.0% | +93.8% |
| YTD | +96.8% | +19.6% | +77.2% | +94.3% |
| 1Y | +104.5% | +28.4% | +76.1% | +98.1% |
| All | +104.5% | +27.7% | +76.7% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 1y: compounded portfolio wealth divided by compounded NVS 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…
1y analysis · Full analysis span regression · 6 months rolling