+51.8%
FTNT vs SHW
+7.3%
+44.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.6% | -5.6% | +2.7% |
| 7D | -25.7% | +13.3% | -39.0% | -23.0% |
| 30D | -29.7% | +14.1% | -43.9% | -27.1% |
| 3M | -23.1% | +0.8% | -23.9% | -21.6% |
| 6M | +45.0% | +17.6% | +27.3% | +51.7% |
| YTD | +62.9% | +13.0% | +50.0% | +64.8% |
| 1Y | +51.8% | +7.0% | +44.8% | +56.2% |
| All | +51.8% | +7.3% | +44.6% | +56.2% |
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