+667.4%
NFLX vs FTNT
+2,134.8%
-1,467.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.1% | -0.4% |
| 7D | -8.1% | +1.6% | -9.6% | -8.6% |
| 30D | +1.6% | -1.9% | +3.5% | +1.7% |
| 3M | -7.3% | +14.4% | -21.7% | -12.8% |
| 6M | -21.6% | +88.7% | -110.2% | -40.1% |
| YTD | -18.9% | +100.0% | -119.0% | -39.7% |
| 1Y | -39.1% | +99.9% | -138.9% | -54.9% |
| 3Y | +71.7% | +147.9% | -76.3% | +9.4% |
| 5Y | +27.0% | +155.8% | -128.9% | -25.8% |
| All | +667.4% | +2,134.8% | -1,467.4% | +71.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling