+363.4%
ORCL vs FTNT
+2,029.1%
-1,665.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.1% |
| 7D | +15.0% | -2.7% | +17.7% | +15.9% |
| 30D | +10.5% | -1.4% | +11.9% | +10.8% |
| 3M | -23.0% | +10.1% | -33.1% | -25.6% |
| 6M | +7.0% | +88.2% | -81.2% | -12.1% |
| YTD | -15.8% | +98.3% | -114.1% | -31.8% |
| 1Y | -31.1% | +96.0% | -127.0% | -44.1% |
| 3Y | +33.3% | +145.8% | -112.5% | -0.3% |
| 5Y | +94.3% | +154.6% | -60.3% | +35.5% |
| 10Y | +363.4% | +2,063.6% | -1,700.3% | +80.0% |
| All | +363.4% | +2,029.1% | -1,665.7% | +80.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling