+2,267.0%
GOOGL vs FTNT
+9,162.9%
-6,895.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | +1.1% | -2.7% | +3.8% | +1.7% |
| 30D | -4.4% | -1.4% | -3.1% | -4.5% |
| 3M | -6.8% | +10.1% | -16.9% | -9.3% |
| 6M | +13.6% | +88.2% | -74.6% | -3.7% |
| YTD | +8.3% | +98.3% | -90.0% | -9.7% |
| 1Y | +44.9% | +96.0% | -51.0% | +21.0% |
| 3Y | +150.5% | +145.8% | +4.7% | +90.7% |
| 5Y | +137.7% | +154.6% | -16.9% | +72.6% |
| 10Y | +750.9% | +2,063.6% | -1,312.7% | +287.6% |
| All | +2,267.0% | +9,162.9% | -6,895.9% | +685.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling