+11.8%
SLB vs FTNT
+7,168.8%
-7,157.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.1% |
| 7D | -4.3% | -3.5% | -0.7% | -3.6% |
| 30D | +1.9% | -36.5% | +38.5% | +11.0% |
| 3M | -5.7% | -24.7% | +19.0% | -1.4% |
| 6M | -5.3% | +8.3% | -13.7% | -8.6% |
| YTD | +32.2% | +55.6% | -23.5% | +16.7% |
| 1Y | +38.5% | +50.2% | -11.7% | +23.1% |
| 3Y | +1.1% | +143.2% | -142.0% | -22.0% |
| 5Y | +70.3% | +85.5% | -15.2% | +31.1% |
| 10Y | -17.3% | +1,868.3% | -1,885.6% | -66.5% |
| All | +11.8% | +7,168.8% | -7,157.0% | -73.7% |
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