+148.8%
FTNT vs URI
+200.7%
-51.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.7% | -0.5% |
| 7D | -5.8% | -2.0% | -3.9% | -5.3% |
| 30D | -4.8% | -12.9% | +8.2% | -1.2% |
| 3M | +4.4% | -6.7% | +11.2% | +5.7% |
| 6M | +88.8% | +19.0% | +69.8% | +74.6% |
| YTD | +96.8% | +25.5% | +71.3% | +76.5% |
| 1Y | +104.5% | +5.5% | +98.9% | +94.9% |
| 3Y | +156.8% | +111.3% | +45.5% | +75.2% |
| All | +148.8% | +200.7% | -51.8% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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