+1,698.5%
FTNT vs P
+485.4%
+1,213.2%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.4% |
| 7D | -5.8% | +6.5% | -12.4% | -7.6% |
| 30D | -4.8% | +18.8% | -23.6% | -10.2% |
| 3M | +4.4% | +26.7% | -22.3% | -4.3% |
| 6M | +88.8% | +62.2% | +26.6% | +59.5% |
| YTD | +96.8% | +48.5% | +48.3% | +68.9% |
| 1Y | +104.5% | +26.4% | +78.1% | +79.4% |
| 3Y | +156.8% | +159.4% | -2.7% | +64.6% |
| 5Y | +144.1% | +275.8% | -131.7% | +35.9% |
| 10Y | +2,021.8% | +732.0% | +1,289.8% | +809.5% |
| All | +1,698.5% | +485.4% | +1,213.2% | +666.6% |
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