+7,694.2%
FTNT vs O
+461.5%
+7,232.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -34.1% |
| 3M | -19.5% | -4.0% | -15.5% | -18.6% |
| 6M | +13.8% | -2.6% | +16.4% | +13.9% |
| YTD | +63.1% | +9.9% | +53.2% | +55.1% |
| 1Y | +57.7% | +9.8% | +47.9% | +50.0% |
| 3Y | +154.9% | +39.7% | +115.2% | +118.4% |
| 5Y | +89.3% | +9.2% | +80.1% | +78.2% |
| 10Y | +1,933.0% | +81.5% | +1,851.5% | +1,387.2% |
| All | +7,694.2% | +461.5% | +7,232.7% | +3,014.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling