+9,374.7%
FTNT vs OMC
+263.7%
+9,111.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.5% |
| 7D | -2.7% | -5.8% | +3.1% | -0.3% |
| 30D | -1.4% | -4.8% | +3.5% | +0.6% |
| 3M | +10.1% | +9.2% | +0.9% | +5.2% |
| 6M | +88.2% | -2.5% | +90.7% | +88.1% |
| YTD | +98.3% | +2.6% | +95.7% | +91.8% |
| 1Y | +96.0% | +5.9% | +90.0% | +85.1% |
| 3Y | +145.8% | +14.2% | +131.6% | +117.6% |
| 5Y | +154.6% | +33.2% | +121.4% | +106.6% |
| 10Y | +2,063.6% | +33.4% | +2,030.2% | +1,516.0% |
| All | +9,374.7% | +263.7% | +9,111.1% | +3,158.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling