+14.6%
SNOW vs FTNT
+432.7%
-418.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -1.5% |
| 7D | +5.5% | +7.1% | -1.6% | +1.3% |
| 30D | -13.2% | -30.9% | +17.7% | +6.6% |
| 3M | -13.7% | -23.1% | +9.4% | -1.6% |
| 6M | +91.0% | +8.1% | +82.9% | +76.0% |
| YTD | +32.7% | +60.2% | -27.5% | -4.4% |
| 1Y | +13.3% | +57.0% | -43.7% | -17.7% |
| 3Y | +83.4% | +152.9% | -69.6% | -9.3% |
| 5Y | -24.7% | +85.9% | -110.6% | -58.3% |
| All | +14.6% | +432.7% | -418.1% | -74.9% |
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