+2,072.5%
FTNT vs OMC
+34.2%
+2,038.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | -0.1% | -4.4% | +4.2% | +1.2% |
| 30D | -3.0% | -7.6% | +4.6% | -0.7% |
| 3M | +7.6% | +4.5% | +3.1% | +5.6% |
| 6M | +87.0% | -0.3% | +87.2% | +85.8% |
| YTD | +96.5% | -0.1% | +96.7% | +93.8% |
| 1Y | +92.9% | +4.6% | +88.3% | +86.4% |
| 3Y | +139.8% | +10.5% | +129.4% | +123.3% |
| 5Y | +151.3% | +31.7% | +119.6% | +121.5% |
| All | +2,072.5% | +34.2% | +2,038.2% | +1,757.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling