+7,554.6%
FTNT vs O
+457.3%
+7,097.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.5% |
| 7D | +7.1% | -0.4% | +7.4% | +7.2% |
| 30D | -30.9% | +7.1% | -38.0% | -32.6% |
| 3M | -23.1% | -5.2% | -17.9% | -22.0% |
| 6M | +8.1% | -1.8% | +9.9% | +7.9% |
| YTD | +60.2% | +9.1% | +51.1% | +52.7% |
| 1Y | +57.0% | +9.7% | +47.3% | +49.4% |
| 3Y | +152.9% | +39.1% | +113.8% | +117.0% |
| 5Y | +85.9% | +8.4% | +77.6% | +75.5% |
| 10Y | +1,896.5% | +80.2% | +1,816.4% | +1,364.3% |
| All | +7,554.6% | +457.3% | +7,097.3% | +2,966.5% |
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