+505.5%
GE vs FTNT
+9,162.9%
-8,657.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -0.8% |
| 7D | +1.2% | -2.7% | +3.9% | +1.6% |
| 30D | -9.5% | -1.4% | -8.1% | -9.5% |
| 3M | +4.1% | +10.1% | -6.0% | +1.8% |
| 6M | +3.9% | +88.2% | -84.3% | -8.9% |
| YTD | +9.0% | +98.3% | -89.3% | -5.7% |
| 1Y | +21.9% | +96.0% | -74.0% | +5.5% |
| 3Y | +281.8% | +145.8% | +136.0% | +209.3% |
| 5Y | +436.7% | +154.6% | +282.1% | +314.5% |
| 10Y | +151.5% | +2,063.6% | -1,912.1% | +25.9% |
| All | +505.5% | +9,162.9% | -8,657.5% | +107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded FTNT 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling