+230.0%
FTNT vs S
-57.7%
+287.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | +1.7% | -1.2% | +3.0% | +2.1% |
| 30D | -4.3% | -12.6% | +8.3% | +0.1% |
| 3M | +13.6% | +27.6% | -14.0% | +4.9% |
| 6M | +87.6% | +35.5% | +52.1% | +69.3% |
| YTD | +98.0% | +29.6% | +68.4% | +80.7% |
| 1Y | +96.9% | +8.1% | +88.8% | +88.6% |
| 3Y | +145.4% | +14.8% | +130.6% | +117.4% |
| 5Y | +153.0% | -70.6% | +223.5% | +198.2% |
| All | +230.0% | -57.7% | +287.8% | +280.5% |
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