+14,546.7%
NVDA vs FTNT
+2,095.7%
+12,451.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.7% | +0.9% |
| 7D | -5.1% | -0.1% | -5.0% | -5.1% |
| 30D | -2.5% | -3.0% | +0.5% | -1.3% |
| 3M | +6.7% | +7.6% | -0.9% | +1.2% |
| 6M | +17.6% | +87.0% | -69.3% | -19.4% |
| YTD | +17.3% | +96.5% | -79.2% | -22.4% |
| 1Y | +23.5% | +92.9% | -69.4% | -17.7% |
| 3Y | +384.6% | +139.8% | +244.8% | +160.5% |
| 5Y | +875.4% | +151.3% | +724.1% | +370.5% |
| All | +14,546.7% | +2,095.7% | +12,451.0% | +1,840.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling