+52.4%
GEV vs FTNT
+49.6%
+2.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.0% | -10.3% | -9.3% |
| 7D | -5.1% | -25.7% | +20.5% | -5.8% |
| 30D | -15.8% | -29.7% | +13.9% | -16.5% |
| 3M | -18.2% | -23.1% | +4.9% | -17.9% |
| 6M | -22.4% | +45.0% | -67.4% | -17.7% |
| YTD | +27.7% | +62.9% | -35.2% | +33.3% |
| 1Y | +52.4% | +51.8% | +0.5% | +65.7% |
| All | +52.4% | +49.6% | +2.8% | +65.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling