+212.4%
NXPI vs FTNT
+1,887.8%
-1,675.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.2% |
| 7D | +6.8% | +7.1% | -0.3% | +4.3% |
| 30D | +20.0% | -30.9% | +50.9% | +34.1% |
| 3M | +14.8% | -23.1% | +37.9% | +22.2% |
| 6M | -10.5% | +8.1% | -18.6% | -16.8% |
| YTD | +23.7% | +60.2% | -36.5% | -3.3% |
| 1Y | +34.1% | +57.0% | -22.9% | +5.5% |
| 3Y | +51.2% | +152.9% | -101.7% | -6.8% |
| 5Y | +33.4% | +85.9% | -52.5% | -13.4% |
| All | +212.4% | +1,887.8% | -1,675.4% | -0.1% |
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