+70.7%
NFLX vs FTNT
+142.5%
-71.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -8.1% | +1.7% | -9.8% | -8.4% |
| 30D | -0.3% | -4.3% | +3.9% | +0.2% |
| 3M | -6.6% | +13.6% | -20.2% | -9.3% |
| 6M | -22.7% | +87.6% | -110.3% | -32.8% |
| YTD | -18.9% | +98.0% | -116.9% | -30.6% |
| 1Y | -39.8% | +96.9% | -136.7% | -48.5% |
| All | +70.7% | +142.5% | -71.8% | +48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling