+152.9%
FTNT vs RF
+119.8%
+33.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.2% |
| 7D | +7.1% | +1.9% | +5.1% | +6.4% |
| 30D | -30.9% | +7.3% | -38.2% | -32.5% |
| 3M | -23.1% | -7.9% | -15.2% | -21.2% |
| 6M | +8.1% | +10.5% | -2.4% | +4.2% |
| YTD | +60.2% | +9.6% | +50.6% | +53.6% |
| 1Y | +57.0% | +20.3% | +36.7% | +45.1% |
| 3Y | +152.9% | +119.5% | +33.4% | +109.3% |
| All | +152.9% | +119.8% | +33.1% | +109.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling