+1,668.3%
PLTR vs FTNT
+443.4%
+1,225.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.1% |
| 7D | +4.7% | +7.1% | -2.3% | +1.0% |
| 30D | -16.4% | -30.9% | +14.5% | +0.3% |
| 3M | -6.2% | -23.1% | +16.9% | +5.6% |
| 6M | +29.2% | +8.1% | +21.1% | +20.4% |
| YTD | -5.5% | +60.2% | -65.7% | -30.7% |
| 1Y | -2.4% | +57.0% | -59.4% | -27.7% |
| 3Y | +752.3% | +152.9% | +599.4% | +353.5% |
| 5Y | +635.8% | +85.9% | +549.9% | +330.1% |
| All | +1,668.3% | +443.4% | +1,225.0% | +557.8% |
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