+51.8%
FTNT vs SONY
-6.4%
+58.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.9% |
| 7D | -25.7% | +2.9% | -28.6% | -25.8% |
| 30D | -29.7% | +10.2% | -40.0% | -30.2% |
| 3M | -23.1% | +16.1% | -39.2% | -24.1% |
| 6M | +45.0% | +32.1% | +12.9% | +40.5% |
| YTD | +62.9% | +1.4% | +61.6% | +62.6% |
| 1Y | +51.8% | -7.0% | +58.9% | +53.9% |
| All | +51.8% | -6.4% | +58.2% | +53.9% |
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