+123.2%
GLW vs FTNT
+104.9%
+18.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | +3.8% | -5.8% | +9.6% | +4.6% |
| 30D | -1.3% | -4.8% | +3.4% | -0.8% |
| 3M | -21.8% | +4.4% | -26.2% | -22.1% |
| 6M | +6.9% | +88.8% | -81.9% | +8.3% |
| YTD | +77.2% | +96.8% | -19.7% | +79.0% |
| 1Y | +123.2% | +104.5% | +18.8% | +127.6% |
| All | +123.2% | +104.9% | +18.3% | +127.6% |
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