+6.6%
ON vs FTNT
+152.2%
-145.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.8% | -1.8% | -3.2% |
| 7D | +12.2% | +7.1% | +5.2% | +10.6% |
| 30D | -3.1% | -30.9% | +27.7% | +4.4% |
| 3M | -12.9% | -23.1% | +10.2% | -8.7% |
| 6M | -38.6% | +8.1% | -46.7% | -40.8% |
| YTD | +31.2% | +60.2% | -29.0% | +13.4% |
| 1Y | +47.6% | +57.0% | -9.4% | +28.2% |
| 3Y | +6.6% | +152.9% | -146.3% | -18.0% |
| All | +6.6% | +152.2% | -145.6% | -18.0% |
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 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