+57.3%
LLY vs FTNT
+49.6%
+7.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.7% |
| 7D | +10.1% | -25.7% | +35.7% | +7.2% |
| 30D | +24.0% | -29.7% | +53.8% | +20.5% |
| 3M | +27.3% | -23.1% | +50.4% | +24.2% |
| 6M | +47.0% | +45.0% | +2.0% | +44.9% |
| YTD | +32.6% | +62.9% | -30.4% | +29.2% |
| 1Y | +57.3% | +51.8% | +5.5% | +53.7% |
| All | +57.3% | +49.6% | +7.8% | +53.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling