+551.4%
ISRG vs FTNT
+1,879.0%
-1,327.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.6% |
| 7D | +2.1% | -3.5% | +5.7% | +3.4% |
| 30D | +6.2% | -36.5% | +42.7% | +22.3% |
| 3M | +14.4% | -24.7% | +39.2% | +23.1% |
| 6M | 0.0% | +8.3% | -8.3% | -6.9% |
| YTD | -20.5% | +55.6% | -76.1% | -36.6% |
| 1Y | -21.9% | +50.2% | -72.1% | -37.0% |
| 3Y | +62.2% | +143.2% | -81.0% | +2.9% |
| 5Y | +25.2% | +85.5% | -60.3% | -17.7% |
| All | +551.4% | +1,879.0% | -1,327.6% | +83.1% |
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