+280.0%
RTX vs FTNT
+2,134.8%
-1,854.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | -2.0% | +1.6% | -3.6% | -2.2% |
| 30D | -11.2% | -1.9% | -9.3% | -11.1% |
| 3M | +12.0% | +14.4% | -2.3% | +9.0% |
| 6M | -3.6% | +88.7% | -92.2% | -14.8% |
| YTD | +9.2% | +100.0% | -90.8% | -4.9% |
| 1Y | +29.7% | +99.9% | -70.1% | +12.7% |
| 3Y | +152.0% | +147.9% | +4.0% | +103.3% |
| 5Y | +165.8% | +155.8% | +10.0% | +101.1% |
| All | +280.0% | +2,134.8% | -1,854.8% | +68.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling