+139.2%
SLB vs FTNT
+151.5%
-12.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | +0.4% | -2.7% | +3.1% | +0.7% |
| 30D | +13.6% | -1.4% | +14.9% | +13.6% |
| 3M | +1.5% | +10.1% | -8.6% | +0.4% |
| 6M | +23.0% | +88.2% | -65.2% | +15.5% |
| YTD | +51.2% | +98.3% | -47.1% | +40.9% |
| 1Y | +63.5% | +96.0% | -32.5% | +52.4% |
| 3Y | +2.5% | +145.8% | -143.3% | -7.2% |
| 5Y | +139.2% | +154.6% | -15.5% | +114.0% |
| All | +139.2% | +151.5% | -12.3% | +114.0% |
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