-2.6%
SLB vs FTNT
+2,069.7%
-2,072.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -1.9% | +1.7% | -3.6% | -2.2% |
| 30D | +7.8% | -4.3% | +12.1% | +8.4% |
| 3M | +2.7% | +13.6% | -10.9% | -0.2% |
| 6M | +22.2% | +87.6% | -65.4% | +7.0% |
| YTD | +51.1% | +98.0% | -46.9% | +30.5% |
| 1Y | +63.3% | +96.9% | -33.6% | +41.0% |
| 3Y | +2.4% | +145.4% | -143.0% | -18.2% |
| 5Y | +139.3% | +153.0% | -13.6% | +76.6% |
| 10Y | -2.6% | +2,098.3% | -2,100.9% | -55.4% |
| All | -2.6% | +2,069.7% | -2,072.4% | -55.4% |
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 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