+162.8%
FTNT vs VEEV
-13.7%
+176.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | -0.1% | -4.6% | +4.5% | +1.6% |
| 30D | -3.0% | +8.6% | -11.6% | -6.1% |
| 3M | +7.6% | +62.4% | -54.8% | -11.0% |
| 6M | +87.0% | +40.3% | +46.7% | +62.7% |
| YTD | +96.5% | +17.5% | +79.0% | +81.9% |
| 1Y | +92.9% | -6.1% | +99.0% | +93.4% |
| 3Y | +139.8% | +16.7% | +123.2% | +113.6% |
| All | +162.8% | -13.7% | +176.6% | +190.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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