+69.2%
FTNT vs URI
+166.6%
-97.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.3% |
| 7D | -12.7% | -9.8% | -2.9% | -10.3% |
| 30D | -37.2% | +1.7% | -39.0% | -37.7% |
| 3M | -25.8% | -9.1% | -16.7% | -24.3% |
| 6M | +32.1% | +9.9% | +22.3% | +26.7% |
| YTD | +49.7% | +31.2% | +18.4% | +32.0% |
| 1Y | +47.6% | +25.9% | +21.6% | +32.0% |
| 3Y | +137.2% | +147.4% | -10.2% | +51.1% |
| All | +69.2% | +166.6% | -97.4% | -3.1% |
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