+51.8%
FTNT vs RUN
-53.7%
+105.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.9% |
| 7D | -25.7% | +18.5% | -44.1% | -26.4% |
| 30D | -29.7% | +15.5% | -45.2% | -30.3% |
| 3M | -23.1% | -20.3% | -2.8% | -21.6% |
| 6M | +45.0% | -30.8% | +75.8% | +49.0% |
| YTD | +62.9% | -52.2% | +115.2% | +68.8% |
| 1Y | +51.8% | -53.9% | +105.7% | +57.3% |
| All | +51.8% | -53.7% | +105.6% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling