+123.9%
SBUX vs FTNT
+2,095.7%
-1,971.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.1% |
| 7D | -5.5% | -0.1% | -5.3% | -5.5% |
| 30D | -8.5% | -3.0% | -5.5% | -8.2% |
| 3M | -2.9% | +7.6% | -10.5% | -5.2% |
| 6M | -1.5% | +87.0% | -88.5% | -16.6% |
| YTD | +19.4% | +96.5% | -77.2% | -0.4% |
| 1Y | +22.9% | +92.9% | -70.0% | +2.8% |
| 3Y | +11.3% | +139.8% | -128.6% | -15.1% |
| 5Y | -6.9% | +151.3% | -158.2% | -33.8% |
| All | +123.9% | +2,095.7% | -1,971.8% | -4.6% |
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