+96.9%
FTNT vs P
+22.0%
+74.9%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.9% | +0.5% |
| 7D | +1.7% | +5.0% | -3.3% | +0.9% |
| 30D | -4.3% | -0.9% | -3.3% | -4.7% |
| 3M | +13.6% | +38.7% | -25.1% | +5.5% |
| 6M | +87.6% | +54.4% | +33.2% | +70.1% |
| YTD | +98.0% | +44.8% | +53.1% | +81.0% |
| 1Y | +96.9% | +22.5% | +74.4% | +76.4% |
| All | +96.9% | +22.0% | +74.9% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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