-11.2%
SHOP vs FTNT
+95.0%
-106.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.4% |
| 7D | -11.2% | -0.1% | -11.1% | -11.2% |
| 30D | -14.4% | -3.0% | -11.4% | -13.6% |
| 3M | +16.6% | +7.6% | +9.0% | +11.3% |
| 6M | -0.6% | +87.0% | -87.5% | -29.6% |
| YTD | -20.0% | +96.5% | -116.5% | -45.2% |
| 1Y | -11.2% | +92.9% | -104.1% | -37.4% |
| All | -11.2% | +95.0% | -106.2% | -37.4% |
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