+162.9%
RTX vs FTNT
+154.2%
+8.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | -1.6% | +1.7% | -3.3% | -1.8% |
| 30D | -11.6% | -4.3% | -7.3% | -11.2% |
| 3M | +9.2% | +13.6% | -4.4% | +7.3% |
| 6M | -4.4% | +87.6% | -92.0% | -11.9% |
| YTD | +8.9% | +98.0% | -89.1% | -0.6% |
| 1Y | +32.1% | +96.9% | -64.8% | +20.5% |
| 3Y | +151.2% | +145.4% | +5.8% | +118.4% |
| 5Y | +162.9% | +153.0% | +9.9% | +117.5% |
| All | +162.9% | +154.2% | +8.7% | +117.5% |
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