+155.8%
FTNT vs UPS
-33.5%
+189.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.3% | +0.8% |
| 7D | +1.6% | -3.4% | +5.0% | +2.8% |
| 30D | -1.9% | -2.7% | +0.9% | -0.9% |
| 3M | +14.4% | -1.6% | +16.0% | +14.7% |
| 6M | +88.7% | +2.3% | +86.3% | +85.2% |
| YTD | +100.0% | +5.6% | +94.5% | +93.3% |
| 1Y | +99.9% | +27.1% | +72.8% | +78.7% |
| 3Y | +147.9% | -26.3% | +174.2% | +169.1% |
| 5Y | +155.8% | -34.5% | +190.3% | +200.0% |
| All | +155.8% | -33.5% | +189.3% | +200.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling