+180.8%
NOK vs FTNT
+145.1%
+35.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.5% |
| 7D | +8.7% | +1.6% | +7.1% | +8.4% |
| 30D | +12.5% | -1.9% | +14.4% | +12.7% |
| 3M | -20.7% | +14.4% | -35.1% | -22.4% |
| 6M | +36.2% | +88.7% | -52.5% | +25.3% |
| YTD | +64.1% | +100.0% | -35.9% | +49.6% |
| 1Y | +132.4% | +99.9% | +32.5% | +111.7% |
| All | +180.8% | +145.1% | +35.7% | +150.8% |
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