+162.8%
FTNT vs UMC
+143.5%
+19.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.1% | -2.4% |
| 7D | -0.1% | +9.0% | -9.1% | -2.6% |
| 30D | -3.0% | +17.2% | -20.2% | -7.5% |
| 3M | +7.6% | +11.4% | -3.8% | +1.3% |
| 6M | +87.0% | +137.5% | -50.6% | +33.2% |
| YTD | +96.5% | +193.1% | -96.6% | +24.6% |
| 1Y | +92.9% | +240.3% | -147.4% | +14.7% |
| 3Y | +139.8% | +262.2% | -122.3% | +30.7% |
| All | +162.8% | +143.5% | +19.3% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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