0.0%
SHOP vs FTNT
+104.9%
-105.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -5.1% | -5.8% | +0.7% | -2.8% |
| 30D | +0.6% | -4.8% | +5.4% | +2.3% |
| 3M | +25.0% | +4.4% | +20.6% | +21.1% |
| 6M | +11.9% | +88.8% | -76.9% | -21.2% |
| YTD | -9.9% | +96.8% | -106.7% | -38.3% |
| 1Y | 0.0% | +104.5% | -104.5% | -32.0% |
| All | 0.0% | +104.9% | -105.0% | -32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling