+162.8%
FTNT vs TROW
-39.3%
+202.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.1% |
| 7D | -0.1% | -3.2% | +3.0% | +1.7% |
| 30D | -3.0% | -4.6% | +1.6% | -0.4% |
| 3M | +7.6% | -0.7% | +8.2% | +6.9% |
| 6M | +87.0% | +22.2% | +64.7% | +64.1% |
| YTD | +96.5% | +6.6% | +89.9% | +85.3% |
| 1Y | +92.9% | +5.8% | +87.1% | +82.4% |
| 3Y | +139.8% | +11.6% | +128.2% | +110.5% |
| All | +162.8% | -39.3% | +202.2% | +271.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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