+1,660.3%
PLTR vs FTNT
+566.6%
+1,093.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.8% |
| 7D | -4.1% | -0.1% | -3.9% | -4.0% |
| 30D | -2.2% | -3.0% | +0.7% | -0.8% |
| 3M | +27.6% | +7.6% | +20.0% | +22.2% |
| 6M | +10.3% | +87.0% | -76.6% | -23.5% |
| YTD | -5.9% | +96.5% | -102.5% | -36.9% |
| 1Y | +1.7% | +92.9% | -91.2% | -30.9% |
| 3Y | +959.1% | +139.8% | +819.2% | +502.0% |
| 5Y | +536.3% | +151.3% | +385.0% | +224.6% |
| All | +1,660.3% | +566.6% | +1,093.7% | +499.5% |
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