+297.4%
XOM vs FTNT
+9,162.9%
-8,865.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | 0.0% | +0.7% |
| 7D | -2.4% | -2.7% | +0.3% | -2.0% |
| 30D | +5.7% | -1.4% | +7.0% | +5.6% |
| 3M | +6.6% | +10.1% | -3.5% | +4.9% |
| 6M | +7.7% | +88.2% | -80.5% | -1.6% |
| YTD | +36.2% | +98.3% | -62.1% | +23.4% |
| 1Y | +50.5% | +96.0% | -45.5% | +36.3% |
| 3Y | +53.4% | +145.8% | -92.4% | +31.5% |
| 5Y | +254.2% | +154.6% | +99.5% | +190.7% |
| 10Y | +177.9% | +2,063.6% | -1,885.7% | +61.5% |
| All | +297.4% | +9,162.9% | -8,865.5% | +79.3% |
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