+162.8%
FTNT vs SONY
+9.6%
+153.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.4% |
| 7D | -0.1% | -2.7% | +2.5% | +0.9% |
| 30D | -3.0% | +1.5% | -4.5% | -3.9% |
| 3M | +7.6% | +13.0% | -5.4% | +1.1% |
| 6M | +87.0% | +11.2% | +75.7% | +75.8% |
| YTD | +96.5% | -6.6% | +103.2% | +100.6% |
| 1Y | +92.9% | -18.1% | +111.1% | +108.9% |
| 3Y | +139.8% | +42.1% | +97.8% | +84.2% |
| All | +162.8% | +9.6% | +153.2% | +134.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling