+755.6%
GOOGL vs FTNT
+2,095.7%
-1,340.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.5% | +2.3% |
| 7D | 0.0% | -0.1% | +0.2% | 0.0% |
| 30D | -1.4% | -3.0% | +1.6% | -1.0% |
| 3M | -5.3% | +7.6% | -12.9% | -7.8% |
| 6M | +9.8% | +87.0% | -77.2% | -10.6% |
| YTD | +8.4% | +96.5% | -88.2% | -13.5% |
| 1Y | +41.2% | +92.9% | -51.8% | +13.1% |
| 3Y | +149.6% | +139.8% | +9.7% | +76.8% |
| 5Y | +142.6% | +151.3% | -8.8% | +58.0% |
| All | +755.6% | +2,095.7% | -1,340.1% | +170.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling