+607.7%
JNJ vs FTNT
+9,162.9%
-8,555.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.3% |
| 7D | -0.8% | -2.7% | +1.9% | -0.6% |
| 30D | +4.3% | -1.4% | +5.7% | +4.3% |
| 3M | +16.5% | +10.1% | +6.4% | +15.4% |
| 6M | +13.1% | +88.2% | -75.1% | +7.3% |
| YTD | +32.1% | +98.3% | -66.2% | +24.7% |
| 1Y | +54.5% | +96.0% | -41.5% | +45.7% |
| 3Y | +82.5% | +145.8% | -63.2% | +65.8% |
| 5Y | +80.0% | +154.6% | -74.6% | +58.9% |
| 10Y | +195.7% | +2,063.6% | -1,868.0% | +106.5% |
| All | +607.7% | +9,162.9% | -8,555.2% | +315.6% |
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