+159.7%
GILD vs FTNT
+2,095.7%
-1,936.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.6% |
| 7D | -4.8% | -0.1% | -4.7% | -4.8% |
| 30D | +5.8% | -3.0% | +8.7% | +6.0% |
| 3M | +14.9% | +7.6% | +7.3% | +13.9% |
| 6M | -0.4% | +87.0% | -87.3% | -6.9% |
| YTD | +18.5% | +96.5% | -78.0% | +10.1% |
| 1Y | +25.1% | +92.9% | -67.8% | +16.2% |
| 3Y | +105.9% | +139.8% | -34.0% | +83.1% |
| 5Y | +143.0% | +151.3% | -8.3% | +106.6% |
| All | +159.7% | +2,095.7% | -1,936.0% | +50.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling