+10.9%
SBUX vs FTNT
+152.2%
-141.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | 0.0% |
| 7D | +1.6% | +7.1% | -5.5% | +0.9% |
| 30D | +14.8% | -30.9% | +45.7% | +18.3% |
| 3M | -0.8% | -23.1% | +22.3% | +0.7% |
| 6M | +2.2% | +8.1% | -5.9% | -1.3% |
| YTD | +29.5% | +60.2% | -30.8% | +16.7% |
| 1Y | +27.0% | +57.0% | -30.0% | +14.9% |
| 3Y | +10.9% | +152.9% | -142.0% | -4.9% |
| All | +10.9% | +152.2% | -141.3% | -4.9% |
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