+1,703.8%
UNH vs FTNT
+9,162.9%
-7,459.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.2% | +0.8% |
| 7D | +1.1% | -2.7% | +3.9% | +1.5% |
| 30D | -1.5% | -1.4% | -0.2% | -1.6% |
| 3M | -0.8% | +10.1% | -10.9% | -2.8% |
| 6M | +41.8% | +88.2% | -46.4% | +27.0% |
| YTD | +23.1% | +98.3% | -75.2% | +9.3% |
| 1Y | +28.5% | +96.0% | -67.4% | +14.2% |
| 3Y | -11.8% | +145.8% | -157.5% | -26.5% |
| 5Y | +5.3% | +154.6% | -149.3% | -16.3% |
| 10Y | +247.4% | +2,063.6% | -1,816.2% | +89.5% |
| All | +1,703.8% | +9,162.9% | -7,459.1% | +641.0% |
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