+155.1%
NEM vs FTNT
+151.3%
+3.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.6% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | +7.8% | -3.0% | +10.8% | +8.0% |
| 3M | +30.2% | +7.6% | +22.6% | +29.4% |
| 6M | +9.6% | +87.0% | -77.4% | +5.2% |
| YTD | +27.8% | +96.5% | -68.7% | +22.3% |
| 1Y | +60.7% | +92.9% | -32.2% | +54.0% |
| 3Y | +245.3% | +139.8% | +105.4% | +226.9% |
| All | +155.1% | +151.3% | +3.8% | +139.8% |
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 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