+559.2%
ORCL vs FTNT
+7,104.1%
-6,544.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.1% | +0.1% | +2.3% |
| 7D | +0.5% | -3.0% | +3.4% | +1.4% |
| 30D | -15.3% | -37.1% | +21.8% | -4.5% |
| 3M | -18.2% | -23.3% | +5.1% | -13.1% |
| 6M | -38.4% | +7.4% | -45.8% | -40.3% |
| YTD | -37.7% | +54.2% | -91.9% | -45.5% |
| 1Y | -49.3% | +49.7% | -99.0% | -55.2% |
| 3Y | +10.6% | +146.6% | -135.9% | -15.8% |
| 5Y | +35.5% | +75.4% | -39.9% | +6.9% |
| 10Y | +251.6% | +1,828.7% | -1,577.1% | +45.3% |
| All | +559.2% | +7,104.1% | -6,544.9% | +89.3% |
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