+4.9%
MSFT vs FTNT
+56.2%
-51.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.6% |
| 7D | -1.3% | +7.1% | -8.3% | -2.8% |
| 30D | -1.8% | -30.9% | +29.0% | +5.6% |
| 3M | +5.6% | -23.1% | +28.7% | +10.0% |
| 6M | +29.8% | +8.1% | +21.7% | +21.2% |
| YTD | +9.0% | +60.2% | -51.2% | -13.4% |
| 1Y | +4.9% | +57.0% | -52.1% | -16.5% |
| All | +4.9% | +56.2% | -51.2% | -16.5% |
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