+350.4%
STX vs FTNT
+98.7%
+251.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -2.8% |
| 7D | +8.0% | +1.6% | +6.4% | +7.7% |
| 30D | +5.1% | -1.9% | +7.0% | +5.3% |
| 3M | +5.8% | +14.4% | -8.6% | +4.2% |
| 6M | +124.9% | +88.7% | +36.3% | +112.9% |
| YTD | +213.9% | +100.0% | +113.9% | +189.1% |
| 1Y | +350.4% | +99.9% | +250.5% | +292.6% |
| All | +350.4% | +98.7% | +251.7% | +292.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling