+1,141.9%
JPM vs FTNT
+9,162.9%
-8,021.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.6% |
| 7D | -0.4% | -2.7% | +2.3% | +0.1% |
| 30D | -1.1% | -1.4% | +0.2% | -1.1% |
| 3M | +14.1% | +10.1% | +4.1% | +11.5% |
| 6M | +23.3% | +88.2% | -64.9% | +7.2% |
| YTD | +11.3% | +98.3% | -87.0% | -4.5% |
| 1Y | +23.0% | +96.0% | -73.0% | +5.6% |
| 3Y | +162.6% | +145.8% | +16.8% | +109.2% |
| 5Y | +152.8% | +154.6% | -1.9% | +90.2% |
| 10Y | +583.6% | +2,063.6% | -1,480.0% | +204.1% |
| All | +1,141.9% | +9,162.9% | -8,021.1% | +245.5% |
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