+2,230.6%
MSFT vs FTNT
+7,435.3%
-5,204.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.7% | -5.9% | -3.2% |
| 7D | -6.2% | -1.0% | -5.2% | -6.0% |
| 30D | -3.7% | -33.6% | +29.9% | +6.2% |
| 3M | +3.6% | -20.9% | +24.5% | +8.6% |
| 6M | +26.8% | +11.0% | +15.8% | +20.9% |
| YTD | +8.4% | +61.3% | -52.9% | -7.1% |
| 1Y | +3.3% | +53.1% | -49.8% | -10.3% |
| 3Y | +44.3% | +152.1% | -107.8% | +5.2% |
| 5Y | +63.3% | +90.1% | -26.8% | +23.0% |
| 10Y | +894.4% | +1,910.4% | -1,016.0% | +336.0% |
| All | +2,230.6% | +7,435.3% | -5,204.7% | +648.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling