+115.1%
NOK vs FTNT
+151.3%
-36.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.8% | +6.6% | +5.2% |
| 7D | +11.0% | -0.1% | +11.1% | +11.0% |
| 30D | +7.8% | -3.0% | +10.8% | +8.4% |
| 3M | -21.0% | +7.6% | -28.6% | -22.4% |
| 6M | +40.9% | +87.0% | -46.1% | +23.1% |
| YTD | +72.0% | +96.5% | -24.5% | +48.5% |
| 1Y | +140.9% | +92.9% | +48.0% | +108.3% |
| 3Y | +194.3% | +139.8% | +54.4% | +133.1% |
| All | +115.1% | +151.3% | -36.2% | +51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling