+2,242.9%
MSFT vs FTNT
+7,383.5%
-5,140.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.6% |
| 7D | -1.3% | +7.1% | -8.3% | -3.1% |
| 30D | -1.8% | -30.9% | +29.0% | +7.1% |
| 3M | +5.6% | -23.1% | +28.7% | +11.5% |
| 6M | +29.8% | +8.1% | +21.7% | +24.7% |
| YTD | +9.0% | +60.2% | -51.2% | -6.4% |
| 1Y | +4.9% | +57.0% | -52.1% | -9.5% |
| 3Y | +46.2% | +152.9% | -106.7% | +6.5% |
| 5Y | +62.1% | +85.9% | -23.8% | +22.8% |
| 10Y | +899.6% | +1,896.5% | -996.9% | +339.0% |
| All | +2,242.9% | +7,383.5% | -5,140.6% | +653.8% |
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