+46.0%
XOM vs FTNT
+104.9%
-59.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.6% | -1.7% |
| 7D | +1.8% | -5.8% | +7.6% | +1.4% |
| 30D | +5.9% | -4.8% | +10.6% | +5.6% |
| 3M | +5.6% | +4.4% | +1.1% | +5.9% |
| 6M | +7.9% | +88.8% | -80.9% | +12.4% |
| YTD | +35.2% | +96.8% | -61.6% | +42.3% |
| 1Y | +46.0% | +104.5% | -58.5% | +59.8% |
| All | +46.0% | +104.9% | -59.0% | +59.8% |
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 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