+9,290.5%
FTNT vs SNY
+124.6%
+9,165.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -0.1% | -3.3% | +3.2% | +1.1% |
| 30D | -3.0% | -2.2% | -0.8% | -2.3% |
| 3M | +7.6% | -3.0% | +10.6% | +8.3% |
| 6M | +87.0% | +2.7% | +84.2% | +83.0% |
| YTD | +96.5% | -6.8% | +103.4% | +99.6% |
| 1Y | +92.9% | -5.3% | +98.2% | +94.0% |
| 3Y | +139.8% | -9.8% | +149.6% | +136.2% |
| 5Y | +151.3% | +9.7% | +141.7% | +121.4% |
| 10Y | +2,082.2% | +64.5% | +2,017.7% | +1,454.5% |
| All | +9,290.5% | +124.6% | +9,165.9% | +5,231.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling