+224.4%
MRK vs FTNT
+2,095.7%
-1,871.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | -0.4% |
| 7D | -4.3% | -0.1% | -4.1% | -4.3% |
| 30D | +8.3% | -3.0% | +11.2% | +8.4% |
| 3M | +20.0% | +7.6% | +12.5% | +19.1% |
| 6M | +25.7% | +87.0% | -61.3% | +18.9% |
| YTD | +38.7% | +96.5% | -57.8% | +30.5% |
| 1Y | +74.7% | +92.9% | -18.3% | +64.4% |
| 3Y | +45.4% | +139.8% | -94.5% | +31.5% |
| 5Y | +129.0% | +151.3% | -22.3% | +99.9% |
| All | +224.4% | +2,095.7% | -1,871.3% | +129.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling