-17.9%
PYPL vs FTNT
+98.7%
-116.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.1% | +2.0% |
| 7D | -5.9% | +1.6% | -7.5% | -6.2% |
| 30D | -9.4% | -1.9% | -7.5% | -9.1% |
| 3M | +31.3% | +14.4% | +16.9% | +27.1% |
| 6M | +19.1% | +88.7% | -69.6% | +1.0% |
| YTD | -7.9% | +100.0% | -107.9% | -23.9% |
| 1Y | -17.9% | +99.9% | -117.7% | -29.3% |
| All | -17.9% | +98.7% | -116.6% | -29.3% |
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