+244.3%
NEM vs FTNT
+9,162.9%
-8,918.7%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.5% | -0.8% |
| 7D | +3.9% | -2.7% | +6.6% | +4.1% |
| 30D | +12.7% | -1.4% | +14.1% | +12.7% |
| 3M | +28.7% | +10.1% | +18.6% | +27.4% |
| 6M | +9.8% | +88.2% | -78.4% | +3.7% |
| YTD | +28.1% | +98.3% | -70.2% | +20.4% |
| 1Y | +69.3% | +96.0% | -26.6% | +59.3% |
| 3Y | +247.7% | +145.8% | +101.9% | +217.0% |
| 5Y | +153.4% | +154.6% | -1.3% | +124.8% |
| 10Y | +291.3% | +2,063.6% | -1,772.4% | +182.3% |
| All | +244.3% | +9,162.9% | -8,918.7% | +87.6% |
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