+89.3%
FTNT vs O
+9.8%
+79.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | +5.7% | -0.4% | +6.1% | +5.9% |
| 30D | -32.1% | +8.3% | -40.4% | -33.7% |
| 3M | -19.5% | -4.0% | -15.5% | -18.6% |
| 6M | +13.8% | -2.6% | +16.4% | +14.1% |
| YTD | +63.1% | +9.9% | +53.2% | +53.3% |
| 1Y | +57.7% | +9.8% | +47.9% | +48.2% |
| 3Y | +154.9% | +39.7% | +115.2% | +102.3% |
| 5Y | +89.3% | +9.2% | +80.1% | +80.1% |
| All | +89.3% | +9.8% | +79.5% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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