+801.6%
ON vs FTNT
+9,093.5%
-8,292.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +2.4% | -5.8% | +8.3% | +5.0% |
| 30D | -3.3% | -4.8% | +1.5% | -1.8% |
| 3M | -43.6% | +4.4% | -48.0% | -45.0% |
| 6M | +19.0% | +88.8% | -69.8% | -11.9% |
| YTD | +37.4% | +96.8% | -59.5% | -0.7% |
| 1Y | +54.8% | +104.5% | -49.7% | +9.7% |
| 3Y | -25.2% | +156.8% | -181.9% | -55.1% |
| 5Y | +62.7% | +144.1% | -81.3% | -4.9% |
| 10Y | +574.3% | +2,021.8% | -1,447.4% | +59.8% |
| All | +801.6% | +9,093.5% | -8,292.0% | +15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling