+9,303.7%
FTNT vs UPS
+221.8%
+9,081.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.5% |
| 7D | -5.8% | -2.9% | -3.0% | -4.6% |
| 30D | -4.8% | -3.5% | -1.3% | -3.3% |
| 3M | +4.4% | -5.7% | +10.1% | +6.7% |
| 6M | +88.8% | -4.4% | +93.1% | +89.8% |
| YTD | +96.8% | +8.0% | +88.8% | +86.6% |
| 1Y | +104.5% | +29.0% | +75.4% | +77.2% |
| 3Y | +156.8% | -27.7% | +184.5% | +181.2% |
| 5Y | +144.1% | -34.3% | +178.4% | +178.6% |
| 10Y | +2,021.8% | +37.8% | +1,984.0% | +1,343.1% |
| All | +9,303.7% | +221.8% | +9,081.9% | +3,258.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling