-6.5%
IBM vs FTNT
+98.7%
-105.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.8% |
| 7D | -0.3% | +1.6% | -1.9% | -0.7% |
| 30D | -1.8% | -1.9% | 0.0% | -1.6% |
| 3M | -13.5% | +14.4% | -27.8% | -18.6% |
| 6M | -5.1% | +88.7% | -93.8% | -24.1% |
| YTD | -19.4% | +100.0% | -119.4% | -36.4% |
| 1Y | -6.5% | +99.9% | -106.4% | -25.7% |
| All | -6.5% | +98.7% | -105.3% | -25.7% |
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