+9.0%
MSFT vs FTNT
+49.6%
-40.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.0% | +5.7% | +6.5% |
| 7D | +4.7% | -25.7% | +30.3% | +10.8% |
| 30D | +5.8% | -29.7% | +35.6% | +13.5% |
| 3M | +13.0% | -23.1% | +36.1% | +17.8% |
| 6M | +34.9% | +45.0% | -10.1% | +14.6% |
| YTD | +15.7% | +62.9% | -47.3% | -7.7% |
| 1Y | +9.0% | +51.8% | -42.9% | -11.9% |
| All | +9.0% | +49.6% | -40.6% | -11.9% |
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