+1,309.3%
FTNT vs P
+504.9%
+804.4%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.3% | -3.2% | +1.3% |
| 7D | -3.0% | -9.6% | +6.7% | -0.6% |
| 30D | -37.1% | -33.4% | -3.7% | -30.0% |
| 3M | -23.3% | +14.2% | -37.5% | -27.7% |
| 6M | +7.4% | +31.6% | -24.2% | -4.7% |
| YTD | +54.2% | +53.5% | +0.8% | +29.6% |
| 1Y | +49.7% | +14.2% | +35.6% | +34.1% |
| 3Y | +146.6% | +190.5% | -43.9% | +50.9% |
| 5Y | +75.4% | +256.3% | -180.9% | -1.9% |
| 10Y | +1,828.7% | +707.9% | +1,120.8% | +716.5% |
| All | +1,309.3% | +504.9% | +804.4% | +488.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling