+11.8%
SLB vs FTNT
+6,890.6%
-6,878.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.2% |
| 7D | -7.1% | -12.7% | +5.6% | -4.6% |
| 30D | +4.1% | -37.2% | +41.3% | +13.5% |
| 3M | -2.6% | -25.8% | +23.1% | +2.2% |
| 6M | -8.6% | +32.1% | -40.7% | -15.8% |
| YTD | +32.2% | +49.7% | -17.5% | +17.7% |
| 1Y | +40.7% | +47.6% | -6.9% | +25.5% |
| 3Y | -4.5% | +137.2% | -141.7% | -26.0% |
| 5Y | +66.4% | +74.2% | -7.8% | +30.0% |
| 10Y | -15.1% | +1,824.2% | -1,839.3% | -65.4% |
| All | +11.8% | +6,890.6% | -6,878.8% | -73.5% |
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 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