+144.8%
IBM vs FTNT
+1,924.1%
-1,779.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.6% | -1.6% |
| 7D | -0.3% | +5.7% | -6.0% | -1.3% |
| 30D | +6.8% | -32.1% | +38.8% | +13.5% |
| 3M | +4.4% | -19.5% | +23.9% | +7.3% |
| 6M | +13.2% | +13.8% | -0.6% | +8.8% |
| YTD | -15.1% | +63.1% | -78.3% | -23.8% |
| 1Y | -20.2% | +57.7% | -77.9% | -28.0% |
| 3Y | +79.3% | +154.9% | -75.6% | +46.2% |
| 5Y | +147.5% | +89.3% | +58.2% | +102.9% |
| All | +144.8% | +1,924.1% | -1,779.3% | +16.9% |
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 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