+89.8%
ORCL vs FTNT
+149.6%
-59.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +5.3% | -5.8% | +11.1% | +7.2% |
| 30D | +10.0% | -4.8% | +14.7% | +11.4% |
| 3M | -32.6% | +4.4% | -37.0% | -33.8% |
| 6M | +4.9% | +88.8% | -83.8% | -14.2% |
| YTD | -17.8% | +96.8% | -114.6% | -33.5% |
| 1Y | -28.0% | +104.5% | -132.4% | -42.4% |
| 3Y | +36.0% | +156.8% | -120.7% | +2.2% |
| All | +89.8% | +149.6% | -59.8% | +34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling