+376.1%
GLW vs FTNT
+153.6%
+222.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.4% |
| 7D | +11.7% | +1.6% | +10.1% | +11.4% |
| 30D | +2.7% | -1.9% | +4.5% | +2.8% |
| 3M | -2.8% | +14.4% | -17.2% | -5.3% |
| 6M | +20.2% | +88.7% | -68.5% | +6.6% |
| YTD | +87.3% | +100.0% | -12.8% | +63.8% |
| 1Y | +119.6% | +99.9% | +19.7% | +91.8% |
| 3Y | +453.7% | +147.9% | +305.7% | +358.0% |
| 5Y | +376.1% | +155.8% | +220.3% | +267.5% |
| All | +376.1% | +153.6% | +222.5% | +267.5% |
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 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