+58.1%
INTC vs FTNT
+152.2%
-94.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.1% |
| 7D | +6.0% | +7.1% | -1.0% | +4.4% |
| 30D | -39.2% | -30.9% | -8.3% | -34.3% |
| 3M | -42.9% | -23.1% | -19.8% | -39.8% |
| 6M | -50.4% | +8.1% | -58.5% | -51.2% |
| YTD | +61.7% | +60.2% | +1.5% | +45.4% |
| 1Y | +66.1% | +57.0% | +9.1% | +50.1% |
| 3Y | +58.1% | +152.9% | -94.8% | +31.4% |
| All | +58.1% | +152.2% | -94.1% | +31.4% |
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