+12.8%
SBUX vs FTNT
+142.5%
-129.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.8% | -1.9% |
| 7D | -6.3% | +1.7% | -8.0% | -6.4% |
| 30D | -3.9% | -4.3% | +0.4% | -3.5% |
| 3M | +3.3% | +13.6% | -10.3% | +1.3% |
| 6M | +1.4% | +87.6% | -86.2% | -7.9% |
| YTD | +21.0% | +98.0% | -77.0% | +8.7% |
| 1Y | +22.4% | +96.9% | -74.5% | +9.9% |
| All | +12.8% | +142.5% | -129.8% | +2.8% |
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