+144.1%
FTNT vs SONY
+40.0%
+104.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +1.6% | -5.8% | +7.4% | +3.2% |
| 30D | -1.9% | -0.4% | -1.5% | -2.0% |
| 3M | +14.4% | +13.3% | +1.1% | +9.8% |
| 6M | +88.7% | +8.5% | +80.2% | +83.1% |
| YTD | +100.0% | -8.1% | +108.2% | +104.8% |
| 1Y | +99.9% | -17.9% | +117.8% | +111.9% |
| All | +144.1% | +40.0% | +104.1% | +109.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling