-2.5%
IBM vs FTNT
+104.9%
-107.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.3% | -5.8% | +5.6% | +1.3% |
| 30D | +0.3% | -4.8% | +5.1% | +1.4% |
| 3M | -21.6% | +4.4% | -26.0% | -23.8% |
| 6M | -4.7% | +88.8% | -93.5% | -24.0% |
| YTD | -19.1% | +96.8% | -115.9% | -36.0% |
| 1Y | -2.5% | +104.5% | -107.0% | -24.0% |
| All | -2.5% | +104.9% | -107.4% | -24.0% |
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