+28.8%
NOK vs FTNT
+9,162.9%
-9,134.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.8% | +5.4% | +6.0% |
| 7D | +7.3% | -2.7% | +10.0% | +7.9% |
| 30D | +13.8% | -1.4% | +15.1% | +13.9% |
| 3M | -27.0% | +10.1% | -37.1% | -28.7% |
| 6M | +37.6% | +88.2% | -50.6% | +18.1% |
| YTD | +64.6% | +98.3% | -33.7% | +39.4% |
| 1Y | +132.0% | +96.0% | +36.1% | +96.6% |
| 3Y | +183.7% | +145.8% | +37.9% | +119.2% |
| 5Y | +101.3% | +154.6% | -53.3% | +47.1% |
| 10Y | +122.4% | +2,063.6% | -1,941.3% | -5.1% |
| All | +28.8% | +9,162.9% | -9,134.2% | -60.7% |
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