+162.8%
FTNT vs NVS
+92.9%
+69.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.7% |
| 7D | -0.1% | -14.3% | +14.1% | +2.1% |
| 30D | -3.0% | -10.0% | +7.0% | -1.9% |
| 3M | +7.6% | -10.9% | +18.5% | +8.7% |
| 6M | +87.0% | -12.0% | +98.9% | +89.2% |
| YTD | +96.5% | +2.5% | +94.0% | +88.5% |
| 1Y | +92.9% | +10.7% | +82.3% | +79.9% |
| 3Y | +139.8% | +53.3% | +86.5% | +90.0% |
| All | +162.8% | +92.9% | +69.9% | +82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling