+16.1%
NXPI vs FTNT
+154.2%
-138.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | -2.3% | +1.7% | -4.0% | -2.8% |
| 30D | -4.3% | -4.3% | -0.1% | -3.4% |
| 3M | -24.7% | +13.6% | -38.3% | -28.4% |
| 6M | +9.7% | +87.6% | -77.9% | -13.3% |
| YTD | +3.8% | +98.0% | -94.2% | -19.9% |
| 1Y | +1.6% | +96.9% | -95.3% | -21.5% |
| 3Y | +16.0% | +145.4% | -129.3% | -20.3% |
| 5Y | +16.1% | +153.0% | -136.9% | -29.4% |
| All | +16.1% | +154.2% | -138.1% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling