+46.1%
MRK vs FTNT
+145.1%
-98.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -1.9% |
| 7D | -5.0% | +1.6% | -6.6% | -5.0% |
| 30D | +11.0% | -1.9% | +12.8% | +11.0% |
| 3M | +22.4% | +14.4% | +8.0% | +22.4% |
| 6M | +25.4% | +88.7% | -63.3% | +25.5% |
| YTD | +39.5% | +100.0% | -60.5% | +39.5% |
| 1Y | +78.0% | +99.9% | -21.9% | +77.9% |
| All | +46.1% | +145.1% | -98.9% | +45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling