+9,303.7%
FTNT vs URI
+11,059.7%
-1,756.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.4% |
| 3M | +4.4% | -6.7% | +11.2% | +5.7% |
| 6M | +88.8% | +19.0% | +69.8% | +75.9% |
| YTD | +96.8% | +25.5% | +71.3% | +79.3% |
| 1Y | +104.5% | +5.5% | +98.9% | +95.0% |
| 3Y | +156.8% | +111.3% | +45.5% | +95.5% |
| 5Y | +144.1% | +198.6% | -54.5% | +65.8% |
| 10Y | +2,021.8% | +1,179.9% | +841.9% | +797.2% |
| All | +9,303.7% | +11,059.7% | -1,756.0% | +1,957.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling