+4,764.1%
LLY vs FTNT
+9,093.5%
-4,329.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | -2.1% | -5.8% | +3.7% | -1.4% |
| 30D | -1.6% | -4.8% | +3.2% | -1.2% |
| 3M | +2.3% | +4.4% | -2.1% | +1.3% |
| 6M | +14.9% | +88.8% | -73.9% | +4.4% |
| YTD | +7.5% | +96.8% | -89.3% | -3.0% |
| 1Y | +55.7% | +104.5% | -48.8% | +39.6% |
| 3Y | +110.6% | +156.8% | -46.2% | +82.4% |
| 5Y | +363.4% | +144.1% | +219.4% | +292.5% |
| 10Y | +1,649.0% | +2,021.8% | -372.8% | +1,045.5% |
| All | +4,764.1% | +9,093.5% | -4,329.5% | +2,590.1% |
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 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