+1,322.0%
FTNT vs P
+499.9%
+822.1%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | -3.5% | -13.3% | +9.8% | 0.0% |
| 30D | -36.5% | -34.0% | -2.6% | -29.2% |
| 3M | -24.7% | +4.1% | -28.8% | -27.1% |
| 6M | +8.3% | +30.5% | -22.1% | -3.6% |
| YTD | +55.6% | +52.2% | +3.4% | +31.0% |
| 1Y | +50.2% | +10.3% | +39.9% | +35.9% |
| 3Y | +143.2% | +180.9% | -37.7% | +50.4% |
| 5Y | +85.5% | +259.7% | -174.3% | +3.4% |
| 10Y | +1,868.3% | +652.6% | +1,215.7% | +743.2% |
| All | +1,322.0% | +499.9% | +822.1% | +494.6% |
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