+1,910.4%
FTNT vs RGEN
+415.2%
+1,495.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.0% |
| 7D | +7.1% | -3.3% | +10.3% | +7.9% |
| 30D | -30.9% | -5.8% | -25.0% | -30.0% |
| 3M | -23.1% | +0.2% | -23.3% | -23.8% |
| 6M | +8.1% | +56.8% | -48.7% | -6.2% |
| YTD | +60.2% | +2.4% | +57.8% | +54.7% |
| 1Y | +57.0% | +11.4% | +45.6% | +47.8% |
| 3Y | +152.9% | +15.2% | +137.8% | +120.9% |
| 5Y | +85.9% | -35.1% | +121.0% | +82.0% |
| All | +1,910.4% | +415.2% | +1,495.3% | +1,009.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling