+48.4%
NU vs FTNT
+143.9%
-95.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.0% | -0.5% |
| 7D | +6.0% | -2.7% | +8.7% | +6.9% |
| 30D | +10.8% | -1.4% | +12.1% | +10.6% |
| 3M | +32.2% | +10.1% | +22.1% | +26.2% |
| 6M | +5.1% | +88.2% | -83.1% | -19.6% |
| YTD | -8.4% | +98.3% | -106.7% | -31.8% |
| 1Y | +0.7% | +96.0% | -95.2% | -24.8% |
| 3Y | +125.1% | +145.8% | -20.7% | +45.2% |
| All | +48.4% | +143.9% | -95.4% | -16.5% |
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