-22.1%
BA vs FTNT
+72.2%
-94.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +1.0% |
| 7D | +1.1% | -12.7% | +13.7% | +3.3% |
| 30D | -7.9% | -37.2% | +29.3% | -1.0% |
| 3M | -25.3% | -25.8% | +0.5% | -22.6% |
| 6M | -24.6% | +32.1% | -56.7% | -31.0% |
| YTD | -20.1% | +49.7% | -69.8% | -29.3% |
| 1Y | -11.8% | +47.6% | -59.3% | -21.7% |
| 3Y | -10.1% | +137.2% | -147.3% | -30.4% |
| All | -22.1% | +72.2% | -94.4% | -39.3% |
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 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