+134.5%
IBM vs FTNT
+2,134.8%
-2,000.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.7% |
| 7D | -0.3% | +1.6% | -1.9% | -0.6% |
| 30D | -1.8% | -1.9% | 0.0% | -1.6% |
| 3M | -13.5% | +14.4% | -27.8% | -16.1% |
| 6M | -5.1% | +88.7% | -93.8% | -16.1% |
| YTD | -19.4% | +100.0% | -119.4% | -29.4% |
| 1Y | -6.5% | +99.9% | -106.4% | -18.3% |
| 3Y | +73.8% | +147.9% | -74.1% | +43.6% |
| 5Y | +116.3% | +155.8% | -39.5% | +68.9% |
| All | +134.5% | +2,134.8% | -2,000.3% | +14.6% |
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