+153.0%
FTNT vs RGEN
-44.3%
+197.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.3% |
| 7D | +1.7% | -4.6% | +6.3% | +2.9% |
| 30D | -4.3% | +1.2% | -5.4% | -4.6% |
| 3M | +13.6% | +26.8% | -13.2% | +6.2% |
| 6M | +87.6% | +29.1% | +58.5% | +73.0% |
| YTD | +98.0% | +0.7% | +97.3% | +94.3% |
| 1Y | +96.9% | +39.1% | +57.9% | +75.8% |
| 3Y | +145.4% | +2.2% | +143.1% | +124.2% |
| 5Y | +153.0% | -44.0% | +197.0% | +171.2% |
| All | +153.0% | -44.3% | +197.3% | +171.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling