+267.4%
RTX vs FTNT
+1,887.8%
-1,620.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.4% |
| 7D | +4.8% | +7.1% | -2.3% | +3.6% |
| 30D | +6.5% | -30.9% | +37.4% | +12.1% |
| 3M | -9.6% | -23.1% | +13.5% | -6.9% |
| 6M | +12.3% | +8.1% | +4.2% | +8.6% |
| YTD | +9.5% | +60.2% | -50.8% | -2.4% |
| 1Y | +15.8% | +57.0% | -41.2% | +3.6% |
| 3Y | +157.0% | +152.9% | +4.1% | +102.1% |
| 5Y | +148.8% | +85.9% | +62.9% | +98.0% |
| All | +267.4% | +1,887.8% | -1,620.4% | +61.3% |
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 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