-13.1%
SLB vs FTNT
+1,887.8%
-1,900.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +1.8% |
| 7D | +3.5% | +7.1% | -3.5% | +2.2% |
| 30D | +6.5% | -30.9% | +37.4% | +13.1% |
| 3M | -0.2% | -23.1% | +22.9% | +3.5% |
| 6M | -5.7% | +8.1% | -13.8% | -8.6% |
| YTD | +36.8% | +60.2% | -23.4% | +21.5% |
| 1Y | +45.8% | +57.0% | -11.2% | +29.8% |
| 3Y | +3.4% | +152.9% | -149.6% | -19.5% |
| 5Y | +76.1% | +85.9% | -9.8% | +37.9% |
| All | -13.1% | +1,887.8% | -1,900.9% | -60.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling