+8,552.4%
SHOP vs FTNT
+1,516.9%
+7,035.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +1.3% |
| 7D | -1.2% | +7.1% | -8.3% | -5.4% |
| 30D | -14.7% | -30.9% | +16.1% | +4.1% |
| 3M | -7.2% | -23.1% | +15.9% | +4.8% |
| 6M | +54.2% | +8.1% | +46.1% | +38.1% |
| YTD | -8.6% | +60.2% | -68.8% | -38.0% |
| 1Y | +0.5% | +57.0% | -56.5% | -31.1% |
| 3Y | +135.9% | +152.9% | -17.0% | +14.9% |
| 5Y | -11.9% | +85.9% | -97.8% | -49.8% |
| 10Y | +3,608.8% | +1,896.5% | +1,712.2% | +493.5% |
| All | +8,552.4% | +1,516.9% | +7,035.4% | +1,472.6% |
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