+104.5%
FTNT vs UNP
+32.8%
+71.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -5.8% | -5.3% | -0.5% | -6.9% |
| 30D | -4.8% | -1.5% | -3.2% | -5.1% |
| 3M | +4.4% | +10.3% | -5.8% | +7.2% |
| 6M | +88.8% | +9.7% | +79.1% | +95.5% |
| YTD | +96.8% | +27.1% | +69.7% | +104.2% |
| 1Y | +104.5% | +32.6% | +71.9% | +115.7% |
| All | +104.5% | +32.8% | +71.6% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 1y: compounded portfolio wealth divided by compounded UNP 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…
1y analysis · Full analysis span regression · 6 months rolling