+40.1%
GILD vs FTNT
+44.8%
-4.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.3% | +1.4% | -4.2% |
| 7D | +1.2% | -11.9% | +13.1% | +0.6% |
| 30D | +16.2% | -35.9% | +52.1% | +14.2% |
| 3M | +27.9% | -25.4% | +53.3% | +25.9% |
| 6M | +27.1% | +36.2% | -9.2% | +26.0% |
| YTD | +39.0% | +54.3% | -15.3% | +36.6% |
| 1Y | +40.1% | +42.5% | -2.4% | +35.8% |
| All | +40.1% | +44.8% | -4.7% | +35.8% |
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