+143.7%
LLY vs FTNT
+142.5%
+1.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.1% | +1.2% | +4.0% |
| 7D | +0.1% | -3.0% | +3.0% | +0.4% |
| 30D | +19.7% | -37.1% | +56.8% | +25.2% |
| 3M | +19.3% | -23.3% | +42.5% | +20.8% |
| 6M | +49.3% | +7.4% | +42.0% | +41.9% |
| YTD | +32.0% | +54.2% | -22.2% | +15.6% |
| 1Y | +53.7% | +49.7% | +4.0% | +35.3% |
| 3Y | +143.7% | +146.6% | -2.8% | +128.1% |
| All | +143.7% | +142.5% | +1.3% | +128.1% |
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