+1,101.8%
NBIS vs FTNT
+90.2%
+1,011.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.3% | -1.4% |
| 7D | +17.8% | +1.7% | +16.0% | +17.0% |
| 30D | +30.5% | -4.3% | +34.8% | +32.3% |
| 3M | +9.2% | +13.6% | -4.4% | +1.8% |
| 6M | +153.2% | +87.6% | +65.6% | +85.0% |
| YTD | +187.1% | +98.0% | +89.2% | +102.4% |
| 1Y | +151.1% | +96.9% | +54.2% | +78.2% |
| All | +1,101.8% | +90.2% | +1,011.5% | +844.9% |
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 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