-28.0%
ORCL vs FTNT
+104.9%
-132.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +5.3% | -5.8% | +11.1% | +8.3% |
| 30D | +10.0% | -4.8% | +14.7% | +12.2% |
| 3M | -32.6% | +4.4% | -37.0% | -34.7% |
| 6M | +4.9% | +88.8% | -83.8% | -26.1% |
| YTD | -17.8% | +96.8% | -114.6% | -43.4% |
| 1Y | -28.0% | +104.5% | -132.4% | -49.2% |
| All | -28.0% | +104.9% | -132.9% | -49.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling