+120.6%
IBM vs FTNT
+154.2%
-33.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.5% | +3.4% |
| 7D | +3.6% | +1.7% | +1.8% | +3.3% |
| 30D | +1.5% | -4.3% | +5.8% | +2.1% |
| 3M | -12.9% | +13.6% | -26.5% | -15.0% |
| 6M | -3.9% | +87.6% | -91.5% | -12.8% |
| YTD | -17.3% | +98.0% | -115.3% | -25.5% |
| 1Y | -5.0% | +96.9% | -101.9% | -14.4% |
| 3Y | +78.2% | +145.4% | -67.2% | +56.4% |
| 5Y | +120.6% | +153.0% | -32.3% | +88.5% |
| All | +120.6% | +154.2% | -33.6% | +88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling