+2,072.5%
FTNT vs UPS
+37.9%
+2,034.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | -0.1% | -2.0% | +1.8% | +0.6% |
| 30D | -3.0% | -2.0% | -1.0% | -2.3% |
| 3M | +7.6% | -6.2% | +13.8% | +9.8% |
| 6M | +87.0% | +2.8% | +84.2% | +83.1% |
| YTD | +96.5% | +5.9% | +90.6% | +89.6% |
| 1Y | +92.9% | +26.2% | +66.7% | +73.0% |
| 3Y | +139.8% | -26.0% | +165.9% | +156.7% |
| 5Y | +151.3% | -34.3% | +185.6% | +182.7% |
| All | +2,072.5% | +37.9% | +2,034.6% | +1,553.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 10y: compounded portfolio wealth divided by compounded UPS 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…
10y analysis · Full analysis span regression · 6 months rolling