+548.8%
PLTR vs FTNT
+154.2%
+394.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | 0.0% | +1.7% | -1.7% | -0.9% |
| 30D | -3.3% | -4.3% | +1.0% | -1.1% |
| 3M | +28.4% | +13.6% | +14.8% | +19.1% |
| 6M | +8.4% | +87.6% | -79.2% | -25.6% |
| YTD | -4.6% | +98.0% | -102.6% | -36.8% |
| 1Y | +4.4% | +96.9% | -92.5% | -30.5% |
| 3Y | +1,020.5% | +145.4% | +875.1% | +519.0% |
| 5Y | +548.8% | +153.0% | +395.8% | +205.9% |
| All | +548.8% | +154.2% | +394.6% | +205.9% |
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