+23.3%
BA vs FTNT
+1,887.8%
-1,864.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.4% |
| 7D | -1.1% | +7.1% | -8.1% | -2.8% |
| 30D | -7.1% | -30.9% | +23.8% | +0.6% |
| 3M | -25.5% | -23.1% | -2.4% | -22.1% |
| 6M | -28.7% | +8.1% | -36.8% | -32.5% |
| YTD | -21.0% | +60.2% | -81.2% | -33.9% |
| 1Y | -11.9% | +57.0% | -68.9% | -25.9% |
| 3Y | -16.2% | +152.9% | -169.1% | -41.7% |
| 5Y | -22.4% | +85.9% | -108.3% | -44.7% |
| All | +23.3% | +1,887.8% | -1,864.5% | -58.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling