+153.0%
FTNT vs SHW
+14.0%
+138.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.4% |
| 7D | +1.7% | -3.2% | +4.9% | +2.8% |
| 30D | -4.3% | -11.4% | +7.1% | -0.4% |
| 3M | +13.6% | +3.5% | +10.1% | +11.4% |
| 6M | +87.6% | -3.4% | +90.9% | +87.3% |
| YTD | +98.0% | -0.3% | +98.3% | +93.9% |
| 1Y | +96.9% | -10.4% | +107.4% | +101.5% |
| 3Y | +145.4% | +21.3% | +124.1% | +113.8% |
| 5Y | +153.0% | +12.9% | +140.1% | +137.3% |
| All | +153.0% | +14.0% | +138.9% | +137.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling