+104.5%
FTNT vs SONY
-10.8%
+115.3%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | -5.8% | -1.2% | -4.7% | -5.7% |
| 30D | -4.8% | +9.4% | -14.2% | -5.9% |
| 3M | +4.4% | +10.5% | -6.1% | +3.2% |
| 6M | +88.8% | +11.7% | +77.1% | +87.2% |
| YTD | +96.8% | -4.1% | +100.9% | +100.2% |
| 1Y | +104.5% | -11.8% | +116.2% | +115.6% |
| All | +104.5% | -10.8% | +115.3% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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