+188.6%
NKE vs FTNT
+9,244.1%
-9,055.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.2% |
| 7D | -5.5% | +1.6% | -7.1% | -5.9% |
| 30D | -10.4% | -1.9% | -8.6% | -10.3% |
| 3M | -15.8% | +14.4% | -30.2% | -18.6% |
| 6M | -33.4% | +88.7% | -122.1% | -42.6% |
| YTD | -41.0% | +100.0% | -141.0% | -49.9% |
| 1Y | -49.1% | +99.9% | -148.9% | -56.8% |
| 3Y | -59.8% | +147.9% | -207.7% | -68.4% |
| 5Y | -75.5% | +155.8% | -231.3% | -81.5% |
| 10Y | -23.5% | +2,121.1% | -2,144.5% | -62.5% |
| All | +188.6% | +9,244.1% | -9,055.5% | +3.9% |
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