+72.4%
IBM vs FTNT
+149.8%
-77.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -1.9% | -1.3% |
| 7D | +0.3% | -2.7% | +3.0% | +0.8% |
| 30D | -1.5% | -1.4% | -0.1% | -1.4% |
| 3M | -16.8% | +10.1% | -26.8% | -19.1% |
| 6M | -9.0% | +88.2% | -97.2% | -20.7% |
| YTD | -20.1% | +98.3% | -118.4% | -31.0% |
| 1Y | -7.0% | +96.0% | -103.0% | -19.7% |
| 3Y | +72.4% | +145.8% | -73.4% | +49.2% |
| All | +72.4% | +149.8% | -77.4% | +49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling