+26.5%
ISRG vs FTNT
+74.0%
-47.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.3% | +0.8% |
| 7D | +5.4% | -3.0% | +8.4% | +6.4% |
| 30D | +8.6% | -37.1% | +45.7% | +22.9% |
| 3M | +21.6% | -23.3% | +44.9% | +28.6% |
| 6M | +2.3% | +7.4% | -5.0% | -4.0% |
| YTD | -18.7% | +54.2% | -72.9% | -33.6% |
| 1Y | -17.8% | +49.7% | -67.5% | -32.2% |
| 3Y | +69.1% | +146.6% | -77.5% | +11.3% |
| 5Y | +26.5% | +75.4% | -49.0% | -13.9% |
| All | +26.5% | +74.0% | -47.5% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling