+104.5%
FTNT vs RGEN
+45.2%
+59.3%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | 0.0% |
| 7D | -5.8% | -4.9% | -0.9% | -5.4% |
| 30D | -4.8% | +5.7% | -10.5% | -5.0% |
| 3M | +4.4% | +32.4% | -28.0% | +2.1% |
| 6M | +88.8% | +33.2% | +55.6% | +83.5% |
| YTD | +96.8% | +2.3% | +94.5% | +97.0% |
| 1Y | +104.5% | +39.0% | +65.5% | +101.5% |
| All | +104.5% | +45.2% | +59.3% | +101.5% |
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