+10.5%
MO vs FTNT
+104.9%
-94.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | +0.3% | -5.8% | +6.2% | -0.4% |
| 30D | +0.6% | -4.8% | +5.4% | +0.2% |
| 3M | -1.0% | +4.4% | -5.4% | -0.2% |
| 6M | +4.3% | +88.8% | -84.4% | +12.3% |
| YTD | +23.3% | +96.8% | -73.5% | +33.1% |
| 1Y | +10.5% | +104.5% | -94.0% | +19.0% |
| All | +10.5% | +104.9% | -94.5% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling