-81.6%
PYPL vs FTNT
+154.2%
-235.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | -4.3% | +1.7% | -6.1% | -4.9% |
| 30D | -11.5% | -4.3% | -7.2% | -10.5% |
| 3M | +26.1% | +13.6% | +12.5% | +19.4% |
| 6M | +13.7% | +87.6% | -73.9% | -11.6% |
| YTD | -9.8% | +98.0% | -107.8% | -31.6% |
| 1Y | -22.1% | +96.9% | -119.0% | -40.7% |
| 3Y | -13.5% | +145.4% | -158.9% | -42.4% |
| 5Y | -81.6% | +153.0% | -234.6% | -89.4% |
| All | -81.6% | +154.2% | -235.8% | -89.4% |
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