+2,208.0%
GOOG vs FTNT
+9,148.2%
-6,940.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -1.6% | +1.7% | -3.3% | -1.9% |
| 30D | -7.7% | -4.3% | -3.4% | -7.0% |
| 3M | -9.3% | +13.6% | -22.9% | -12.3% |
| 6M | +7.4% | +87.6% | -80.1% | -8.7% |
| YTD | +4.9% | +98.0% | -93.1% | -12.4% |
| 1Y | +37.2% | +96.9% | -59.7% | +14.6% |
| 3Y | +141.6% | +145.4% | -3.8% | +84.5% |
| 5Y | +128.8% | +153.0% | -24.2% | +66.8% |
| 10Y | +772.7% | +2,098.3% | -1,325.5% | +299.9% |
| All | +2,208.0% | +9,148.2% | -6,940.2% | +671.5% |
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 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