-0.8%
MSFT vs FTNT
+104.9%
-105.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -2.7% | -5.8% | +3.2% | -1.2% |
| 30D | +2.7% | -4.8% | +7.5% | +3.7% |
| 3M | +17.0% | +4.4% | +12.5% | +14.6% |
| 6M | +23.8% | +88.8% | -65.0% | +0.2% |
| YTD | +4.0% | +96.8% | -92.8% | -17.5% |
| 1Y | -0.8% | +104.5% | -105.3% | -20.3% |
| All | -0.8% | +104.9% | -105.8% | -20.3% |
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