+45.4%
MSFT vs FTNT
+154.0%
-108.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.7% | -5.9% | -3.0% |
| 7D | -6.2% | -1.0% | -5.2% | -6.1% |
| 30D | -3.7% | -33.6% | +29.9% | +3.6% |
| 3M | +3.6% | -20.9% | +24.5% | +7.2% |
| 6M | +26.8% | +11.0% | +15.8% | +21.9% |
| YTD | +8.4% | +61.3% | -52.9% | -4.0% |
| 1Y | +3.3% | +53.1% | -49.8% | -7.8% |
| All | +45.4% | +154.0% | -108.5% | +28.9% |
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 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