+390.2%
LLY vs FTNT
+154.2%
+235.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -3.1% | +1.7% | -4.8% | -3.3% |
| 30D | -8.6% | -4.3% | -4.4% | -8.2% |
| 3M | -1.6% | +13.6% | -15.3% | -4.0% |
| 6M | +11.8% | +87.6% | -75.8% | -0.1% |
| YTD | +5.1% | +98.0% | -92.9% | -7.1% |
| 1Y | +50.7% | +96.9% | -46.2% | +33.0% |
| 3Y | +95.7% | +145.4% | -49.7% | +68.6% |
| 5Y | +390.2% | +153.0% | +237.2% | +297.3% |
| All | +390.2% | +154.2% | +235.9% | +297.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling