+9,359.7%
FTNT vs SONY
+365.9%
+8,993.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +1.7% | -4.9% | +6.6% | +3.5% |
| 30D | -4.3% | -1.6% | -2.7% | -3.9% |
| 3M | +13.6% | +10.0% | +3.6% | +9.2% |
| 6M | +87.6% | +8.4% | +79.2% | +80.3% |
| YTD | +98.0% | -8.4% | +106.4% | +101.7% |
| 1Y | +96.9% | -18.4% | +115.3% | +108.2% |
| 3Y | +145.4% | +41.0% | +104.4% | +108.7% |
| 5Y | +153.0% | +9.3% | +143.7% | +133.8% |
| 10Y | +2,098.3% | +281.7% | +1,816.6% | +1,297.4% |
| All | +9,359.7% | +365.9% | +8,993.8% | +5,410.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling