+28.8%
SLB vs FTNT
+9,093.5%
-9,064.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.8% | -5.8% | +6.7% | +2.1% |
| 30D | +15.8% | -4.8% | +20.6% | +16.7% |
| 3M | -0.3% | +4.4% | -4.8% | -1.7% |
| 6M | +21.3% | +88.8% | -67.4% | +4.5% |
| YTD | +52.3% | +96.8% | -44.5% | +29.6% |
| 1Y | +63.6% | +104.5% | -40.9% | +37.7% |
| 3Y | +3.8% | +156.8% | -153.0% | -19.9% |
| 5Y | +128.6% | +144.1% | -15.4% | +67.4% |
| 10Y | -3.1% | +2,021.8% | -2,024.8% | -60.8% |
| All | +28.8% | +9,093.5% | -9,064.7% | -70.8% |
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