+278.2%
GE vs FTNT
+154.0%
+124.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.2% | +1.1% |
| 7D | +4.0% | -1.0% | +5.0% | +4.1% |
| 30D | +11.1% | -33.6% | +44.7% | +14.9% |
| 3M | -6.7% | -20.9% | +14.1% | -5.7% |
| 6M | +14.3% | +11.0% | +3.3% | +10.2% |
| YTD | +11.7% | +61.3% | -49.6% | +0.9% |
| 1Y | +10.9% | +53.1% | -42.2% | +1.2% |
| All | +278.2% | +154.0% | +124.2% | +230.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling