+1,080.2%
ISRG vs FTNT
+9,093.5%
-8,013.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.6% | -5.8% | +4.3% | 0.0% |
| 30D | -2.3% | -4.8% | +2.5% | -1.3% |
| 3M | -12.4% | +4.4% | -16.9% | -14.3% |
| 6M | -26.8% | +88.8% | -115.6% | -40.2% |
| YTD | -35.3% | +96.8% | -132.1% | -47.8% |
| 1Y | -19.3% | +104.5% | -123.8% | -35.9% |
| 3Y | +18.1% | +156.8% | -138.6% | -14.7% |
| 5Y | +2.6% | +144.1% | -141.4% | -27.7% |
| 10Y | +379.4% | +2,021.8% | -1,642.3% | +103.3% |
| All | +1,080.2% | +9,093.5% | -8,013.3% | +218.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling