+69.2%
FTNT vs RY
+122.0%
-52.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.2% |
| 7D | -12.7% | -0.9% | -11.8% | -12.2% |
| 30D | -37.2% | +5.9% | -43.1% | -39.6% |
| 3M | -25.8% | -4.3% | -21.5% | -24.0% |
| 6M | +32.1% | +12.1% | +20.0% | +21.1% |
| YTD | +49.7% | +20.3% | +29.4% | +30.0% |
| 1Y | +47.6% | +41.0% | +6.5% | +13.9% |
| 3Y | +137.2% | +157.5% | -20.3% | +11.8% |
| All | +69.2% | +122.0% | -52.8% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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