+46.1%
GOOGL vs FTNT
+104.9%
-58.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.2% |
| 7D | -2.3% | -5.8% | +3.5% | -1.8% |
| 30D | -6.6% | -4.8% | -1.8% | -6.3% |
| 3M | -9.0% | +4.4% | -13.4% | -9.3% |
| 6M | +11.8% | +88.8% | -77.0% | +6.8% |
| YTD | +8.3% | +96.8% | -88.5% | +2.5% |
| 1Y | +46.1% | +104.5% | -58.3% | +35.9% |
| All | +46.1% | +104.9% | -58.8% | +35.9% |
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 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