+51.8%
FTNT vs RGEN
+19.5%
+32.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -25.7% | -3.5% | -22.2% | -25.6% |
| 30D | -29.7% | -6.0% | -23.8% | -29.5% |
| 3M | -23.1% | +19.0% | -42.1% | -24.0% |
| 6M | +45.0% | +50.7% | -5.8% | +40.0% |
| YTD | +62.9% | +8.8% | +54.2% | +61.3% |
| 1Y | +51.8% | +21.3% | +30.5% | +47.6% |
| All | +51.8% | +19.5% | +32.3% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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