+155.8%
FTNT vs OTIS
-19.0%
+174.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.1% | +2.0% |
| 7D | +1.6% | -5.0% | +6.6% | +4.0% |
| 30D | -1.9% | -6.5% | +4.6% | +1.0% |
| 3M | +14.4% | -2.0% | +16.3% | +14.6% |
| 6M | +88.7% | -20.2% | +108.8% | +108.6% |
| YTD | +100.0% | -21.0% | +121.0% | +120.8% |
| 1Y | +99.9% | -20.9% | +120.7% | +119.4% |
| 3Y | +147.9% | -13.3% | +161.3% | +134.9% |
| 5Y | +155.8% | -18.5% | +174.3% | +144.9% |
| All | +155.8% | -19.0% | +174.8% | +144.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 5y: compounded portfolio wealth divided by compounded OTIS 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…
5y analysis · Full analysis span regression · 6 months rolling