-4.6%
BA vs FTNT
+156.5%
-161.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.8% |
| 7D | +1.2% | -5.8% | +7.0% | +1.9% |
| 30D | -11.6% | -4.8% | -6.9% | -11.2% |
| 3M | -2.4% | +4.4% | -6.8% | -3.3% |
| 6M | -6.6% | +88.8% | -95.4% | -15.2% |
| YTD | -2.2% | +96.8% | -99.1% | -12.0% |
| 1Y | -8.0% | +104.5% | -112.5% | -17.8% |
| All | -4.6% | +156.5% | -161.2% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling