-24.4%
ISRG vs FTNT
+95.5%
-120.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +0.9% |
| 7D | -5.0% | +1.7% | -6.7% | -5.2% |
| 30D | -10.2% | -4.3% | -5.9% | -9.9% |
| 3M | -17.2% | +13.6% | -30.8% | -18.9% |
| 6M | -28.4% | +87.6% | -116.0% | -35.8% |
| YTD | -37.6% | +98.0% | -135.6% | -45.0% |
| 1Y | -24.4% | +96.9% | -121.4% | -33.2% |
| All | -24.4% | +95.5% | -120.0% | -33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling