-59.2%
NKE vs FTNT
+140.8%
-200.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.2% | +0.7% |
| 7D | -4.2% | -0.1% | -4.0% | -4.2% |
| 30D | -8.2% | -3.0% | -5.2% | -8.0% |
| 3M | -19.1% | +7.6% | -26.7% | -20.3% |
| 6M | -32.6% | +87.0% | -119.6% | -39.4% |
| YTD | -40.7% | +96.5% | -137.2% | -47.2% |
| 1Y | -48.9% | +92.9% | -141.8% | -54.3% |
| 3Y | -59.2% | +139.8% | -199.1% | -62.3% |
| All | -59.2% | +140.8% | -200.0% | -62.3% |
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