+51.8%
FTNT vs S
+36.5%
+15.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.2% |
| 7D | -25.7% | -8.2% | -17.5% | -22.5% |
| 30D | -29.7% | -7.6% | -22.1% | -27.1% |
| 3M | -23.1% | +12.0% | -35.1% | -27.5% |
| 6M | +45.0% | +50.6% | -5.6% | +20.1% |
| YTD | +62.9% | +56.6% | +6.3% | +29.5% |
| 1Y | +51.8% | +39.2% | +12.6% | +21.3% |
| All | +51.8% | +36.5% | +15.3% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling