+252.1%
INTC vs FTNT
+2,095.7%
-1,843.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.1% |
| 7D | +7.5% | -0.1% | +7.6% | +7.5% |
| 30D | +2.0% | -3.0% | +4.9% | +2.7% |
| 3M | -12.0% | +7.6% | -19.6% | -14.2% |
| 6M | +114.5% | +87.0% | +27.6% | +75.6% |
| YTD | +179.0% | +96.5% | +82.4% | +123.6% |
| 1Y | +318.3% | +92.9% | +225.3% | +237.0% |
| 3Y | +171.2% | +139.8% | +31.4% | +95.6% |
| 5Y | +107.6% | +151.3% | -43.7% | +36.9% |
| All | +252.1% | +2,095.7% | -1,843.6% | +12.6% |
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