+69.1%
ISRG vs FTNT
+142.5%
-73.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.3% | +1.1% |
| 7D | +5.4% | -3.0% | +8.4% | +6.1% |
| 30D | +8.6% | -37.1% | +45.7% | +18.0% |
| 3M | +21.6% | -23.3% | +44.9% | +26.0% |
| 6M | +2.3% | +7.4% | -5.0% | -3.0% |
| YTD | -18.7% | +54.2% | -72.9% | -30.7% |
| 1Y | -17.8% | +49.7% | -67.5% | -29.5% |
| 3Y | +69.1% | +146.6% | -77.5% | +33.3% |
| All | +69.1% | +142.5% | -73.4% | +33.3% |
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