-26.4%
BA vs FTNT
+84.5%
-110.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.3% |
| 7D | -1.1% | +7.1% | -8.1% | -2.3% |
| 30D | -7.1% | -30.9% | +23.8% | -1.8% |
| 3M | -25.5% | -23.1% | -2.4% | -23.2% |
| 6M | -28.7% | +8.1% | -36.8% | -31.6% |
| YTD | -21.0% | +60.2% | -81.2% | -30.9% |
| 1Y | -11.9% | +57.0% | -68.9% | -22.6% |
| 3Y | -16.2% | +152.9% | -169.1% | -35.9% |
| All | -26.4% | +84.5% | -110.9% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling