+136.0%
GOOG vs FTNT
+151.3%
-15.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +2.0% |
| 7D | 0.0% | -0.1% | +0.2% | +0.1% |
| 30D | -2.0% | -3.0% | +1.0% | -1.6% |
| 3M | -5.9% | +7.6% | -13.4% | -8.0% |
| 6M | +8.9% | +87.0% | -78.1% | -8.7% |
| YTD | +7.1% | +96.5% | -89.4% | -11.8% |
| 1Y | +39.7% | +92.9% | -53.3% | +15.3% |
| 3Y | +145.8% | +139.8% | +6.0% | +81.9% |
| All | +136.0% | +151.3% | -15.2% | +50.9% |
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