+5,961.4%
LLY vs FTNT
+7,168.8%
-1,207.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.3% |
| 7D | +1.6% | -3.5% | +5.2% | +2.1% |
| 30D | +21.5% | -36.5% | +58.0% | +27.5% |
| 3M | +16.4% | -24.7% | +41.2% | +19.3% |
| 6M | +51.5% | +8.3% | +43.2% | +47.4% |
| YTD | +33.9% | +55.6% | -21.7% | +23.3% |
| 1Y | +49.1% | +50.2% | -1.1% | +37.9% |
| 3Y | +144.6% | +143.2% | +1.5% | +111.5% |
| 5Y | +466.3% | +85.5% | +380.9% | +392.2% |
| 10Y | +2,024.1% | +1,868.3% | +155.8% | +1,300.7% |
| All | +5,961.4% | +7,168.8% | -1,207.4% | +3,319.9% |
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