+158.6%
RTX vs FTNT
+147.1%
+11.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +2.0% |
| 7D | -1.7% | -3.5% | +1.8% | -1.6% |
| 30D | +7.7% | -36.5% | +44.2% | +9.4% |
| 3M | -10.3% | -24.7% | +14.4% | -9.8% |
| 6M | +14.6% | +8.3% | +6.3% | +12.5% |
| YTD | +10.4% | +55.6% | -45.2% | +5.1% |
| 1Y | +13.5% | +50.2% | -36.7% | +8.5% |
| 3Y | +158.6% | +143.2% | +15.4% | +151.8% |
| All | +158.6% | +147.1% | +11.5% | +151.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling