+141.6%
FTNT vs UPS
-27.1%
+168.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | 0.0% |
| 7D | +1.7% | -3.7% | +5.4% | +2.3% |
| 30D | -4.3% | -3.7% | -0.5% | -3.7% |
| 3M | +13.6% | -6.6% | +20.2% | +14.6% |
| 6M | +87.6% | +2.6% | +85.0% | +86.2% |
| YTD | +98.0% | +4.8% | +93.2% | +95.7% |
| 1Y | +96.9% | +25.3% | +71.6% | +88.3% |
| All | +141.6% | -27.1% | +168.7% | +156.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling