+139.8%
FTNT vs NVS
+54.2%
+85.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.8% |
| 7D | -0.1% | -14.3% | +14.1% | -0.9% |
| 30D | -3.0% | -10.0% | +7.0% | -3.5% |
| 3M | +7.6% | -10.9% | +18.5% | +6.9% |
| 6M | +87.0% | -12.0% | +98.9% | +86.4% |
| YTD | +96.5% | +2.5% | +94.0% | +91.5% |
| 1Y | +92.9% | +10.7% | +82.3% | +85.8% |
| 3Y | +139.8% | +53.3% | +86.5% | +110.8% |
| All | +139.8% | +54.2% | +85.6% | +110.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling