+104.5%
FTNT vs SHW
-7.8%
+112.3%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | 0.0% |
| 7D | -5.8% | -3.2% | -2.6% | -6.2% |
| 30D | -4.8% | -9.5% | +4.7% | -5.6% |
| 3M | +4.4% | +11.5% | -7.0% | +5.9% |
| 6M | +88.8% | -3.5% | +92.3% | +89.4% |
| YTD | +96.8% | +3.7% | +93.1% | +94.2% |
| 1Y | +104.5% | -7.9% | +112.4% | +111.6% |
| All | +104.5% | -7.8% | +112.3% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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