-15.7%
SHOP vs FTNT
+154.2%
-169.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.3% |
| 7D | -10.6% | +1.7% | -12.4% | -11.7% |
| 30D | -18.3% | -4.3% | -14.0% | -16.5% |
| 3M | +14.8% | +13.6% | +1.2% | +3.1% |
| 6M | -5.0% | +87.6% | -92.6% | -41.6% |
| YTD | -21.2% | +98.0% | -119.2% | -53.7% |
| 1Y | -11.6% | +96.9% | -108.5% | -47.9% |
| 3Y | +101.2% | +145.4% | -44.2% | -4.2% |
| 5Y | -15.7% | +153.0% | -168.7% | -64.7% |
| All | -15.7% | +154.2% | -169.9% | -64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling