+162.8%
FTNT vs SNY
+9.4%
+153.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -0.1% | -3.3% | +3.2% | +0.4% |
| 30D | -3.0% | -2.2% | -0.8% | -2.7% |
| 3M | +7.6% | -3.0% | +10.6% | +7.9% |
| 6M | +87.0% | +2.7% | +84.2% | +84.9% |
| YTD | +96.5% | -6.8% | +103.4% | +98.1% |
| 1Y | +92.9% | -5.3% | +98.2% | +93.6% |
| 3Y | +139.8% | -9.8% | +149.6% | +139.6% |
| All | +162.8% | +9.4% | +153.4% | +137.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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