+71.4%
MSFT vs FTNT
+151.5%
-80.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -1.9% | -1.4% |
| 7D | -1.4% | -2.7% | +1.3% | -0.7% |
| 30D | -1.0% | -1.4% | +0.3% | -1.0% |
| 3M | +20.2% | +10.1% | +10.1% | +16.2% |
| 6M | +21.3% | +88.2% | -66.9% | -0.4% |
| YTD | +2.8% | +98.3% | -95.5% | -16.9% |
| 1Y | 0.0% | +96.0% | -96.0% | -19.2% |
| 3Y | +51.2% | +145.8% | -94.5% | +9.1% |
| 5Y | +71.4% | +154.6% | -83.2% | +11.1% |
| All | +71.4% | +151.5% | -80.1% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling