+2,187.5%
FTNT vs XYZ
+615.2%
+1,572.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.8% |
| 7D | -2.7% | +2.9% | -5.6% | -3.7% |
| 30D | -1.4% | +1.4% | -2.8% | -1.9% |
| 3M | +10.1% | +14.6% | -4.5% | +4.9% |
| 6M | +88.2% | +20.8% | +67.4% | +75.4% |
| YTD | +98.3% | +23.1% | +75.2% | +81.8% |
| 1Y | +96.0% | +5.6% | +90.3% | +87.1% |
| 3Y | +145.8% | +50.9% | +94.9% | +93.3% |
| 5Y | +154.6% | -68.6% | +223.2% | +204.1% |
| 10Y | +2,063.6% | +580.0% | +1,483.7% | +1,019.8% |
| All | +2,187.5% | +615.2% | +1,572.3% | +974.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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