+104.5%
FTNT vs OMC
+9.8%
+94.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.4% | +0.2% |
| 7D | -5.8% | -6.4% | +0.6% | -5.2% |
| 30D | -4.8% | +1.1% | -5.9% | -4.8% |
| 3M | +4.4% | +10.4% | -6.0% | +3.1% |
| 6M | +88.8% | -1.7% | +90.5% | +87.8% |
| YTD | +96.8% | +4.4% | +92.4% | +93.0% |
| 1Y | +104.5% | +8.4% | +96.0% | +100.0% |
| All | +104.5% | +9.8% | +94.7% | +100.0% |
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