+49.2%
FTNT vs Q
+68.3%
-19.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -1.5% |
| 7D | +7.1% | +1.2% | +5.9% | +6.9% |
| 30D | -30.9% | -2.7% | -28.2% | -30.8% |
| 3M | -23.1% | -16.9% | -6.2% | -22.2% |
| 6M | +8.1% | -26.9% | +35.0% | +9.5% |
| YTD | +60.2% | +45.2% | +15.0% | +45.2% |
| 1Y | +57.0% | +38.1% | +18.9% | +43.8% |
| All | +49.2% | +68.3% | -19.2% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 3y: compounded portfolio wealth divided by compounded Q 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…
3y analysis · Full analysis span regression · 6 months rolling