+1,560.7%
LLY vs FTNT
+2,134.8%
-574.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.3% |
| 7D | -3.2% | +1.6% | -4.7% | -3.4% |
| 30D | -7.4% | -1.9% | -5.6% | -7.4% |
| 3M | -1.0% | +14.4% | -15.4% | -3.7% |
| 6M | +12.5% | +88.7% | -76.2% | -0.2% |
| YTD | +5.0% | +100.0% | -95.0% | -8.0% |
| 1Y | +49.8% | +99.9% | -50.1% | +30.9% |
| 3Y | +95.5% | +147.9% | -52.5% | +63.9% |
| 5Y | +390.7% | +155.8% | +234.9% | +292.7% |
| All | +1,560.7% | +2,134.8% | -574.1% | +837.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling