+9,290.5%
FTNT vs REGN
+3,876.1%
+5,414.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.4% |
| 7D | -0.1% | -5.6% | +5.4% | +1.2% |
| 30D | -3.0% | -2.0% | -1.0% | -2.7% |
| 3M | +7.6% | +28.0% | -20.4% | +1.2% |
| 6M | +87.0% | +1.2% | +85.8% | +84.7% |
| YTD | +96.5% | +1.6% | +94.9% | +93.7% |
| 1Y | +92.9% | +38.2% | +54.7% | +75.3% |
| 3Y | +139.8% | -5.4% | +145.2% | +133.9% |
| 5Y | +151.3% | +21.3% | +130.1% | +127.5% |
| 10Y | +2,082.2% | +105.2% | +1,977.0% | +1,598.5% |
| All | +9,290.5% | +3,876.1% | +5,414.4% | +3,700.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling