+62.8%
META vs FTNT
+143.4%
-80.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +6.7% | -5.8% | +12.6% | +8.7% |
| 30D | +4.8% | -4.8% | +9.5% | +5.9% |
| 3M | -1.6% | +4.4% | -6.1% | -3.9% |
| 6M | -7.5% | +88.8% | -96.2% | -28.0% |
| YTD | -6.4% | +96.8% | -103.2% | -28.6% |
| 1Y | -17.3% | +104.5% | -121.8% | -38.0% |
| 3Y | +109.9% | +156.8% | -46.8% | +38.3% |
| All | +62.8% | +143.4% | -80.6% | -1.5% |
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