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  • FTNT vs RIG✓SelectedUSD · RIGFTNT vs RIG performance historyLatest closeAs of+0.76%09/08
Stock and ETF performance explorer

FTNT vs RIG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+9,374.7%
RIG return
-91.9%
Excess return
+9,466.6%
Maximum drawdown
-51.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioRIGExcessAlpha
1D+0.8%-1.5%+2.3%+0.9%
7D-2.7%-2.7%0.0%-2.5%
30D-1.4%+9.5%-10.9%-2.5%
3M+10.1%-6.6%+16.7%+10.6%
6M+88.2%-2.9%+91.1%+87.8%
YTD+98.3%+39.5%+58.8%+89.9%
1Y+96.0%+82.3%+13.7%+81.4%
3Y+145.8%-29.6%+175.4%+144.7%
5Y+154.6%+63.2%+91.5%+120.9%
10Y+2,063.6%-45.0%+2,108.6%+1,642.5%
All+9,374.7%-91.9%+9,466.6%+11,200.4%

Cumulative growth

Daily Returns

Daily percentage return beside RIG.

Daily Out/Under-Performance

Portfolio return minus RIG return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × RIG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded RIG 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling