+63.8%
PYPL vs FTNT
+1,512.1%
-1,448.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | -0.2% |
| 7D | -1.2% | -1.0% | -0.2% | -0.9% |
| 30D | +6.1% | -33.6% | +39.7% | +22.2% |
| 3M | +1.1% | -20.9% | +21.9% | +7.4% |
| 6M | +32.7% | +11.0% | +21.8% | +21.1% |
| YTD | +2.8% | +61.3% | -58.5% | -21.6% |
| 1Y | -10.8% | +53.1% | -63.9% | -30.5% |
| 3Y | +9.8% | +152.1% | -142.3% | -35.7% |
| 5Y | -70.2% | +90.1% | -160.4% | -81.7% |
| 10Y | +50.1% | +1,910.4% | -1,860.3% | -65.2% |
| All | +63.8% | +1,512.1% | -1,448.3% | -59.2% |
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