+53.1%
FTNT vs RF
+18.8%
+34.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.7% |
| 7D | -1.0% | -1.3% | +0.3% | -1.0% |
| 30D | -33.6% | +4.6% | -38.2% | -33.7% |
| 3M | -20.9% | -8.4% | -12.4% | -20.1% |
| 6M | +11.0% | +8.9% | +2.1% | +11.2% |
| YTD | +61.3% | +8.8% | +52.5% | +63.3% |
| 1Y | +53.1% | +18.9% | +34.2% | +54.4% |
| All | +53.1% | +18.8% | +34.4% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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