+53.1%
FTNT vs PL
+8.6%
+44.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.6% |
| 7D | -1.0% | +13.4% | -14.4% | -1.8% |
| 30D | -33.6% | -10.2% | -23.5% | -33.4% |
| 3M | -20.9% | -39.5% | +18.6% | -19.7% |
| 6M | +11.0% | -65.7% | +76.7% | +13.2% |
| YTD | +61.3% | -27.3% | +88.6% | +57.4% |
| 1Y | +53.1% | +15.0% | +38.1% | +43.9% |
| All | +53.1% | +8.6% | +44.5% | +43.9% |
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