+168.9%
FTNT vs S
-48.3%
+217.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +3.2% |
| 7D | -1.0% | +1.2% | -2.2% | -1.5% |
| 30D | -33.6% | -7.3% | -26.3% | -32.0% |
| 3M | -20.9% | +5.9% | -26.7% | -22.6% |
| 6M | +11.0% | +45.6% | -34.7% | -2.6% |
| YTD | +61.3% | +58.5% | +2.8% | +37.2% |
| 1Y | +53.1% | +37.6% | +15.5% | +35.2% |
| 3Y | +152.1% | +51.7% | +100.4% | +104.1% |
| 5Y | +90.1% | -67.5% | +157.6% | +113.5% |
| All | +168.9% | -48.3% | +217.2% | +188.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling