-3.0%
ISRG vs FTNT
+151.5%
-154.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.8% | -5.3% | -4.7% |
| 7D | -5.2% | -2.7% | -2.5% | -4.4% |
| 30D | -7.6% | -1.4% | -6.2% | -7.6% |
| 3M | -16.4% | +10.1% | -26.4% | -19.8% |
| 6M | -28.6% | +88.2% | -116.8% | -43.7% |
| YTD | -38.2% | +98.3% | -136.5% | -52.3% |
| 1Y | -25.5% | +96.0% | -121.5% | -42.5% |
| 3Y | +17.4% | +145.8% | -128.4% | -19.6% |
| 5Y | -3.0% | +154.6% | -157.6% | -41.4% |
| All | -3.0% | +151.5% | -154.5% | -41.4% |
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 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