-52.9%
NVO vs FTNT
+140.8%
-193.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.4% | -2.0% |
| 7D | -7.6% | -0.1% | -7.4% | -7.6% |
| 30D | -6.0% | -3.0% | -3.0% | -5.9% |
| 3M | -0.8% | +7.6% | -8.4% | -1.6% |
| 6M | +16.5% | +87.0% | -70.5% | +9.7% |
| YTD | -11.1% | +96.5% | -107.7% | -16.5% |
| 1Y | -16.7% | +92.9% | -109.7% | -21.7% |
| 3Y | -52.9% | +139.8% | -192.8% | -50.5% |
| All | -52.9% | +140.8% | -193.7% | -50.5% |
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 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