+153.0%
FTNT vs UNP
+48.4%
+104.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.3% |
| 7D | +1.7% | -1.7% | +3.5% | +2.4% |
| 30D | -4.3% | -2.1% | -2.1% | -3.6% |
| 3M | +13.6% | +5.4% | +8.2% | +11.1% |
| 6M | +87.6% | +13.4% | +74.2% | +76.4% |
| YTD | +98.0% | +25.0% | +73.0% | +77.2% |
| 1Y | +96.9% | +34.6% | +62.3% | +69.7% |
| 3Y | +145.4% | +43.6% | +101.8% | +98.7% |
| 5Y | +153.0% | +51.7% | +101.2% | +102.1% |
| All | +153.0% | +48.4% | +104.6% | +102.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling