+51.8%
FTNT vs PL
-0.6%
+52.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.4% | +7.4% | +1.4% |
| 7D | -25.7% | -11.7% | -13.9% | -25.2% |
| 30D | -29.7% | -27.1% | -2.6% | -28.7% |
| 3M | -23.1% | -44.6% | +21.5% | -21.3% |
| 6M | +45.0% | -67.2% | +112.2% | +49.4% |
| YTD | +62.9% | -35.9% | +98.8% | +59.5% |
| 1Y | +51.8% | -0.4% | +52.2% | +41.7% |
| All | +51.8% | -0.6% | +52.5% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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