+28.9%
BA vs FTNT
+1,821.1%
-1,792.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +1.3% |
| 7D | +1.1% | -12.7% | +13.7% | +4.4% |
| 30D | -7.9% | -37.2% | +29.3% | +2.2% |
| 3M | -25.3% | -25.8% | +0.5% | -21.2% |
| 6M | -24.6% | +32.1% | -56.7% | -32.9% |
| YTD | -20.1% | +49.7% | -69.8% | -32.0% |
| 1Y | -11.8% | +47.6% | -59.3% | -24.6% |
| 3Y | -10.1% | +137.2% | -147.3% | -36.5% |
| 5Y | -22.7% | +74.2% | -96.9% | -44.1% |
| All | +28.9% | +1,821.1% | -1,792.2% | -55.0% |
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