+761.3%
ON vs FTNT
+7,383.5%
-6,622.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.8% | -1.8% | -2.9% |
| 7D | +12.2% | +7.1% | +5.2% | +9.3% |
| 30D | -3.1% | -30.9% | +27.7% | +11.4% |
| 3M | -12.9% | -23.1% | +10.2% | -5.1% |
| 6M | -38.6% | +8.1% | -46.7% | -42.5% |
| YTD | +31.2% | +60.2% | -29.0% | +1.2% |
| 1Y | +47.6% | +57.0% | -9.4% | +14.6% |
| 3Y | +6.6% | +152.9% | -146.3% | -37.0% |
| 5Y | +21.3% | +85.9% | -64.6% | -21.9% |
| 10Y | +533.3% | +1,896.5% | -1,363.2% | +52.8% |
| All | +761.3% | +7,383.5% | -6,622.2% | +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 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