+2,072.5%
FTNT vs SONY
+293.1%
+1,779.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.5% |
| 7D | -0.1% | -2.7% | +2.5% | +1.0% |
| 30D | -3.0% | +1.5% | -4.5% | -4.0% |
| 3M | +7.6% | +13.0% | -5.4% | +0.9% |
| 6M | +87.0% | +11.2% | +75.7% | +75.3% |
| YTD | +96.5% | -6.6% | +103.2% | +99.7% |
| 1Y | +92.9% | -18.1% | +111.1% | +107.7% |
| 3Y | +139.8% | +42.1% | +97.8% | +89.1% |
| 5Y | +151.3% | +11.0% | +140.3% | +121.2% |
| All | +2,072.5% | +293.1% | +1,779.4% | +1,060.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling