-19.0%
PYPL vs FTNT
+104.9%
-124.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.2% | -3.3% |
| 7D | +2.4% | -5.8% | +8.3% | +3.3% |
| 30D | -5.1% | -4.8% | -0.4% | -4.3% |
| 3M | +28.6% | +4.4% | +24.1% | +26.8% |
| 6M | +17.9% | +88.8% | -70.8% | -0.4% |
| YTD | -5.3% | +96.8% | -102.1% | -21.5% |
| 1Y | -19.0% | +104.5% | -123.5% | -32.5% |
| All | -19.0% | +104.9% | -124.0% | -32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling