+152.9%
FTNT vs RGEN
+15.2%
+137.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.9% |
| 7D | +7.1% | -3.3% | +10.3% | +7.6% |
| 30D | -30.9% | -5.8% | -25.0% | -30.4% |
| 3M | -23.1% | +0.2% | -23.3% | -23.5% |
| 6M | +8.1% | +56.8% | -48.7% | -0.7% |
| YTD | +60.2% | +2.4% | +57.8% | +57.7% |
| 1Y | +57.0% | +11.4% | +45.6% | +52.0% |
| 3Y | +152.9% | +15.2% | +137.8% | +144.0% |
| All | +152.9% | +15.2% | +137.7% | +144.0% |
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