+153.2%
FTNT vs RUN
-80.9%
+234.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | +0.2% |
| 7D | +1.7% | -1.8% | +3.5% | +1.9% |
| 30D | -4.3% | -10.8% | +6.6% | -3.5% |
| 3M | +13.6% | -30.2% | +43.8% | +16.6% |
| 6M | +87.6% | -22.3% | +109.9% | +90.0% |
| YTD | +98.0% | -52.2% | +150.2% | +106.5% |
| 1Y | +96.9% | -45.1% | +142.0% | +101.8% |
| 3Y | +145.4% | -37.1% | +182.5% | +115.3% |
| All | +153.2% | -80.9% | +234.1% | +160.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling