+9,303.7%
FTNT vs SHW
+1,867.6%
+7,436.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.2% |
| 7D | -5.8% | -3.2% | -2.6% | -4.5% |
| 30D | -4.8% | -9.5% | +4.7% | -0.5% |
| 3M | +4.4% | +11.5% | -7.0% | -1.6% |
| 6M | +88.8% | -3.5% | +92.3% | +88.4% |
| YTD | +96.8% | +3.7% | +93.1% | +88.6% |
| 1Y | +104.5% | -7.9% | +112.4% | +106.9% |
| 3Y | +156.8% | +24.7% | +132.1% | +118.5% |
| 5Y | +144.1% | +13.6% | +130.5% | +113.1% |
| 10Y | +2,021.8% | +283.0% | +1,738.8% | +899.6% |
| All | +9,303.7% | +1,867.6% | +7,436.1% | +1,759.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling