+145.8%
FTNT vs S
+13.8%
+132.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.0% | +1.6% |
| 7D | -2.7% | -5.8% | +3.1% | -0.6% |
| 30D | -1.4% | -9.2% | +7.8% | +2.1% |
| 3M | +10.1% | +23.4% | -13.3% | +2.9% |
| 6M | +88.2% | +36.9% | +51.3% | +69.5% |
| YTD | +98.3% | +29.5% | +68.8% | +80.9% |
| 1Y | +96.0% | +5.4% | +90.5% | +88.4% |
| 3Y | +145.8% | +14.7% | +131.1% | +141.3% |
| All | +145.8% | +13.8% | +132.0% | +141.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling