+152.9%
FTNT vs RUN
-7.3%
+160.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -1.8% |
| 7D | +7.1% | -13.5% | +20.6% | +7.2% |
| 30D | -30.9% | +18.3% | -49.2% | -31.1% |
| 3M | -23.1% | -12.5% | -10.6% | -23.0% |
| 6M | +8.1% | -40.3% | +48.4% | +8.9% |
| YTD | +60.2% | -53.1% | +113.3% | +61.6% |
| 1Y | +57.0% | -54.3% | +111.3% | +58.3% |
| 3Y | +152.9% | -6.5% | +159.4% | +152.4% |
| All | +152.9% | -7.3% | +160.2% | +152.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling