+7,050.4%
FTNT vs RY
+578.3%
+6,472.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -39.4% |
| 3M | -25.8% | -4.3% | -21.5% | -24.2% |
| 6M | +32.1% | +12.1% | +20.0% | +22.3% |
| YTD | +49.7% | +20.3% | +29.4% | +32.1% |
| 1Y | +47.6% | +41.0% | +6.5% | +17.9% |
| 3Y | +137.2% | +157.5% | -20.3% | +28.7% |
| 5Y | +74.2% | +123.2% | -49.0% | +3.7% |
| 10Y | +1,824.2% | +365.7% | +1,458.5% | +627.9% |
| All | +7,050.4% | +578.3% | +6,472.1% | +1,935.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling