+672.7%
MRK vs FTNT
+9,148.2%
-8,475.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | -2.7% | +1.7% | -4.4% | -2.9% |
| 30D | +12.7% | -4.3% | +16.9% | +12.9% |
| 3M | +24.2% | +13.6% | +10.6% | +22.5% |
| 6M | +27.8% | +87.6% | -59.8% | +19.9% |
| YTD | +42.2% | +98.0% | -55.8% | +32.4% |
| 1Y | +80.2% | +96.9% | -16.7% | +67.7% |
| 3Y | +48.4% | +145.4% | -97.0% | +32.5% |
| 5Y | +133.6% | +153.0% | -19.4% | +102.1% |
| 10Y | +236.2% | +2,098.3% | -1,862.0% | +120.4% |
| All | +672.7% | +9,148.2% | -8,475.5% | +299.6% |
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