+4.6%
TSLA vs FTNT
+104.9%
-100.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | +1.5% | -5.8% | +7.4% | +3.6% |
| 30D | +10.1% | -4.8% | +14.9% | +11.7% |
| 3M | -15.4% | +4.4% | -19.8% | -16.6% |
| 6M | -12.8% | +88.8% | -101.6% | -29.9% |
| YTD | -21.3% | +96.8% | -118.1% | -38.6% |
| 1Y | +4.6% | +104.5% | -99.9% | -13.2% |
| All | +4.6% | +104.9% | -100.4% | -13.2% |
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