+254.6%
GLW vs FTNT
+89.0%
+165.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.7% | +3.8% | +6.8% |
| 7D | +1.4% | -1.0% | +2.4% | +1.7% |
| 30D | -18.2% | -33.6% | +15.4% | -12.5% |
| 3M | -24.2% | -20.9% | -3.3% | -21.7% |
| 6M | -41.7% | +11.0% | -52.7% | -43.3% |
| YTD | +38.3% | +61.3% | -23.0% | +24.8% |
| 1Y | +38.2% | +53.1% | -14.9% | +25.9% |
| 3Y | +363.4% | +152.1% | +211.3% | +278.3% |
| 5Y | +254.6% | +90.1% | +164.4% | +187.4% |
| All | +254.6% | +89.0% | +165.6% | +187.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling