+51.8%
FTNT vs OMC
+24.5%
+27.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.2% | -4.2% | +0.8% |
| 7D | -25.7% | +12.5% | -38.2% | -26.2% |
| 30D | -29.7% | +16.3% | -46.0% | -30.6% |
| 3M | -23.1% | +8.1% | -31.2% | -23.2% |
| 6M | +45.0% | +17.2% | +27.8% | +42.5% |
| YTD | +62.9% | +11.8% | +51.2% | +59.2% |
| 1Y | +51.8% | +23.9% | +27.9% | +47.0% |
| All | +51.8% | +24.5% | +27.3% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling