+3.6%
GOOG vs FTNT
+49.6%
-46.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.2% | +3.1% |
| 7D | -10.7% | -25.7% | +14.9% | -5.9% |
| 30D | -16.4% | -29.7% | +13.3% | -11.5% |
| 3M | -23.4% | -23.1% | -0.3% | -19.7% |
| 6M | -24.2% | +45.0% | -69.2% | -22.2% |
| YTD | -8.3% | +62.9% | -71.2% | -6.8% |
| 1Y | +3.6% | +51.8% | -48.2% | +7.7% |
| All | +3.6% | +49.6% | -46.0% | +7.7% |
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 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