+152.9%
FTNT vs P
+197.6%
-44.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.4% |
| 7D | +7.1% | +11.6% | -4.6% | +4.8% |
| 30D | -30.9% | -23.7% | -7.2% | -27.5% |
| 3M | -23.1% | -8.0% | -15.1% | -22.4% |
| 6M | +8.1% | +27.9% | -19.8% | +1.1% |
| YTD | +60.2% | +61.2% | -0.9% | +42.3% |
| 1Y | +57.0% | +28.6% | +28.4% | +43.3% |
| 3Y | +152.9% | +200.5% | -47.6% | +88.8% |
| All | +152.9% | +197.6% | -44.7% | +88.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling