+106.9%
GILD vs FTNT
+171.1%
-64.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.0% | -7.2% | +1.7% |
| 7D | -3.0% | +8.9% | -11.9% | -3.2% |
| 30D | +5.8% | +6.4% | -0.5% | +5.7% |
| 3M | +17.3% | +16.3% | +1.0% | +17.0% |
| 6M | +1.6% | +104.0% | -102.3% | -0.1% |
| YTD | +20.8% | +114.3% | -93.6% | +18.4% |
| 1Y | +31.1% | +113.6% | -82.4% | +28.5% |
| 3Y | +106.9% | +169.7% | -62.8% | +108.2% |
| All | +106.9% | +171.1% | -64.2% | +108.2% |
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