+32.1%
SNOW vs FTNT
+559.3%
-527.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -1.0% |
| 7D | +4.9% | -2.7% | +7.6% | +6.8% |
| 30D | +1.5% | -1.4% | +2.9% | +2.0% |
| 3M | +39.5% | +10.1% | +29.4% | +30.2% |
| 6M | +85.9% | +88.2% | -2.3% | +24.4% |
| YTD | +52.9% | +98.3% | -45.4% | -0.7% |
| 1Y | +48.1% | +96.0% | -47.8% | -3.5% |
| 3Y | +102.2% | +145.8% | -43.6% | +5.7% |
| 5Y | +5.5% | +154.6% | -149.2% | -51.4% |
| All | +32.1% | +559.3% | -527.2% | -73.9% |
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