+1,500.3%
FTNT vs RUN
-31.9%
+1,532.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -5.8% | +1.3% | -7.1% | -6.0% |
| 30D | -4.8% | -15.3% | +10.5% | -3.3% |
| 3M | +4.4% | -40.0% | +44.4% | +9.6% |
| 6M | +88.8% | -27.0% | +115.7% | +93.0% |
| YTD | +96.8% | -51.7% | +148.5% | +107.4% |
| 1Y | +104.5% | -45.9% | +150.4% | +110.9% |
| 3Y | +156.8% | -43.8% | +200.5% | +126.7% |
| 5Y | +144.1% | -80.5% | +224.5% | +134.8% |
| 10Y | +2,021.8% | +45.3% | +1,976.5% | +1,353.9% |
| All | +1,500.3% | -31.9% | +1,532.3% | +1,041.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling