+1,382.3%
ISRG vs FTNT
+7,104.1%
-5,721.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.3% | +0.9% |
| 7D | +5.4% | -3.0% | +8.4% | +6.3% |
| 30D | +8.6% | -37.1% | +45.7% | +21.8% |
| 3M | +21.6% | -23.3% | +44.9% | +28.3% |
| 6M | +2.3% | +7.4% | -5.0% | -2.5% |
| YTD | -18.7% | +54.2% | -72.9% | -31.0% |
| 1Y | -17.8% | +49.7% | -67.5% | -29.7% |
| 3Y | +69.1% | +146.6% | -77.5% | +21.7% |
| 5Y | +26.5% | +75.4% | -49.0% | -3.9% |
| 10Y | +536.3% | +1,828.7% | -1,292.4% | +177.6% |
| All | +1,382.3% | +7,104.1% | -5,721.8% | +321.8% |
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