+2,733.2%
FTNT vs PSX
+1,159.1%
+1,574.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.3% |
| 7D | -2.7% | +2.8% | -5.5% | -3.5% |
| 30D | -1.4% | +27.8% | -29.1% | -7.9% |
| 3M | +10.1% | +42.0% | -31.9% | -0.3% |
| 6M | +88.2% | +58.1% | +30.1% | +64.9% |
| YTD | +98.3% | +105.0% | -6.7% | +61.2% |
| 1Y | +96.0% | +104.9% | -9.0% | +58.7% |
| 3Y | +145.8% | +134.1% | +11.7% | +87.8% |
| 5Y | +154.6% | +363.8% | -209.2% | +55.8% |
| 10Y | +2,063.6% | +370.1% | +1,693.5% | +1,092.7% |
| All | +2,733.2% | +1,159.1% | +1,574.1% | +1,015.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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