+59.6%
TXN vs FTNT
+151.3%
-91.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.8% | +5.6% | +4.2% |
| 7D | +4.0% | -0.1% | +4.1% | +4.0% |
| 30D | -2.9% | -3.0% | +0.1% | -2.4% |
| 3M | -9.1% | +7.6% | -16.7% | -10.9% |
| 6M | +36.6% | +87.0% | -50.3% | +17.2% |
| YTD | +57.5% | +96.5% | -39.1% | +32.9% |
| 1Y | +49.5% | +92.9% | -43.4% | +26.6% |
| 3Y | +76.5% | +139.8% | -63.3% | +37.5% |
| All | +59.6% | +151.3% | -91.7% | +10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling