+162.8%
FTNT vs REGN
+21.2%
+141.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.5% |
| 7D | -0.1% | -5.6% | +5.4% | +0.9% |
| 30D | -3.0% | -2.0% | -1.0% | -2.8% |
| 3M | +7.6% | +28.0% | -20.4% | +2.1% |
| 6M | +87.0% | +1.2% | +85.8% | +85.7% |
| YTD | +96.5% | +1.6% | +94.9% | +94.7% |
| 1Y | +92.9% | +38.2% | +54.7% | +76.1% |
| 3Y | +139.8% | -5.4% | +145.2% | +136.4% |
| All | +162.8% | +21.2% | +141.7% | +130.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 5y: compounded portfolio wealth divided by compounded REGN 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…
5y analysis · Full analysis span regression · 6 months rolling