+141.6%
FTNT vs RGEN
+2.1%
+139.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.1% |
| 7D | +1.7% | -4.6% | +6.3% | +2.4% |
| 30D | -4.3% | +1.2% | -5.4% | -4.4% |
| 3M | +13.6% | +26.8% | -13.2% | +9.5% |
| 6M | +87.6% | +29.1% | +58.5% | +79.4% |
| YTD | +98.0% | +0.7% | +97.3% | +96.4% |
| 1Y | +96.9% | +39.1% | +57.9% | +85.0% |
| All | +141.6% | +2.1% | +139.5% | +154.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling