+44.6%
GOOG vs FTNT
+104.9%
-60.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.1% | -5.8% | +3.7% | -1.6% |
| 30D | -6.8% | -4.8% | -2.1% | -6.5% |
| 3M | -9.1% | +4.4% | -13.5% | -9.4% |
| 6M | +10.7% | +88.8% | -78.1% | +6.0% |
| YTD | +7.1% | +96.8% | -89.8% | +1.7% |
| 1Y | +44.6% | +104.5% | -59.8% | +35.1% |
| All | +44.6% | +104.9% | -60.3% | +35.1% |
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