+9,374.7%
FTNT vs UMC
+1,137.8%
+8,236.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | -0.5% |
| 7D | -2.7% | +6.6% | -9.3% | -4.2% |
| 30D | -1.4% | +16.6% | -17.9% | -5.2% |
| 3M | +10.1% | +11.0% | -0.9% | +4.9% |
| 6M | +88.2% | +131.3% | -43.1% | +45.9% |
| YTD | +98.3% | +182.5% | -84.2% | +43.2% |
| 1Y | +96.0% | +222.3% | -126.3% | +36.4% |
| 3Y | +145.8% | +253.0% | -107.3% | +63.2% |
| 5Y | +154.6% | +141.8% | +12.8% | +82.9% |
| 10Y | +2,063.6% | +1,772.2% | +291.4% | +791.1% |
| All | +9,374.7% | +1,137.8% | +8,236.9% | +3,903.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling