+162.3%
JPM vs FTNT
+142.5%
+19.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -0.4% | +1.7% | -2.2% | -0.6% |
| 30D | -1.4% | -4.3% | +2.8% | -1.1% |
| 3M | +13.9% | +13.6% | +0.3% | +11.9% |
| 6M | +23.5% | +87.6% | -64.1% | +12.9% |
| YTD | +11.6% | +98.0% | -86.3% | +1.0% |
| 1Y | +21.4% | +96.9% | -75.6% | +9.7% |
| All | +162.3% | +142.5% | +19.7% | +141.1% |
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