+13.8%
FTNT vs O
-2.8%
+16.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +0.7% |
| 7D | +5.7% | -0.4% | +6.1% | +5.4% |
| 30D | -32.1% | +8.3% | -40.4% | -27.5% |
| 3M | -19.5% | -4.0% | -15.5% | -20.6% |
| 6M | +13.8% | -2.6% | +16.4% | +13.8% |
| All | +13.8% | -2.8% | +16.5% | +13.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling