+1,735.1%
PLTR vs FTNT
+567.5%
+1,167.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.4% | -4.5% |
| 7D | -6.4% | -5.8% | -0.6% | -3.2% |
| 30D | +10.0% | -4.8% | +14.8% | +12.8% |
| 3M | +23.0% | +4.4% | +18.6% | +19.8% |
| 6M | +13.8% | +88.8% | -75.0% | -21.5% |
| YTD | -1.9% | +96.8% | -98.7% | -34.2% |
| 1Y | +11.6% | +104.5% | -92.8% | -26.6% |
| 3Y | +1,048.4% | +156.8% | +891.7% | +525.4% |
| 5Y | +554.4% | +144.1% | +410.3% | +238.3% |
| All | +1,735.1% | +567.5% | +1,167.5% | +524.8% |
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 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