+1,256.2%
GLW vs FTNT
+9,093.5%
-7,837.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | +3.8% | -5.8% | +9.6% | +5.2% |
| 30D | -1.3% | -4.8% | +3.4% | -0.6% |
| 3M | -21.8% | +4.4% | -26.2% | -22.7% |
| 6M | +6.9% | +88.8% | -81.9% | -9.1% |
| YTD | +77.2% | +96.8% | -19.7% | +48.6% |
| 1Y | +123.2% | +104.5% | +18.8% | +85.1% |
| 3Y | +400.0% | +156.8% | +243.2% | +279.0% |
| 5Y | +342.8% | +144.1% | +198.7% | +221.4% |
| 10Y | +771.4% | +2,021.8% | -1,250.4% | +253.3% |
| All | +1,256.2% | +9,093.5% | -7,837.4% | +235.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling