+77.8%
JNJ vs FTNT
+140.8%
-63.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.4% |
| 7D | -3.5% | -0.1% | -3.4% | -3.5% |
| 30D | +2.3% | -3.0% | +5.3% | +2.2% |
| 3M | +12.0% | +7.6% | +4.4% | +12.4% |
| 6M | +10.5% | +87.0% | -76.5% | +13.3% |
| YTD | +30.4% | +96.5% | -66.1% | +33.9% |
| 1Y | +52.1% | +92.9% | -40.8% | +56.2% |
| 3Y | +77.8% | +139.8% | -62.0% | +83.0% |
| All | +77.8% | +140.8% | -63.0% | +83.0% |
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