-71.1%
PYPL vs FTNT
+88.7%
-159.9%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | +0.1% |
| 7D | -1.2% | -1.0% | -0.2% | -1.0% |
| 30D | +6.1% | -33.6% | +39.7% | +18.8% |
| 3M | +1.1% | -20.9% | +21.9% | +6.0% |
| 6M | +32.7% | +11.0% | +21.8% | +22.5% |
| YTD | +2.8% | +61.3% | -58.5% | -18.5% |
| 1Y | -10.8% | +53.1% | -63.9% | -27.9% |
| 3Y | +9.8% | +152.1% | -142.3% | -30.5% |
| All | -71.1% | +88.7% | -159.9% | -81.6% |
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