+8,680.0%
SHOP vs FTNT
+1,528.1%
+7,151.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.9% | -0.4% |
| 7D | -2.5% | -1.0% | -1.5% | -2.0% |
| 30D | -16.7% | -33.6% | +16.9% | +4.3% |
| 3M | -2.2% | -20.9% | +18.7% | +8.6% |
| 6M | +45.6% | +11.0% | +34.6% | +28.1% |
| YTD | -7.3% | +61.3% | -68.6% | -37.4% |
| 1Y | -6.1% | +53.1% | -59.2% | -34.5% |
| 3Y | +143.3% | +152.1% | -8.7% | +18.8% |
| 5Y | +0.2% | +90.1% | -90.0% | -43.6% |
| 10Y | +3,663.5% | +1,910.4% | +1,753.1% | +499.9% |
| All | +8,680.0% | +1,528.1% | +7,151.9% | +1,489.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling