+423.6%
BA vs FTNT
+9,093.5%
-8,669.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.8% |
| 7D | +1.2% | -5.8% | +7.0% | +2.4% |
| 30D | -11.6% | -4.8% | -6.9% | -10.9% |
| 3M | -2.4% | +4.4% | -6.8% | -3.9% |
| 6M | -6.6% | +88.8% | -95.4% | -20.6% |
| YTD | -2.2% | +96.8% | -99.1% | -17.9% |
| 1Y | -8.0% | +104.5% | -112.5% | -23.6% |
| 3Y | -5.0% | +156.8% | -161.8% | -27.8% |
| 5Y | -2.7% | +144.1% | -146.8% | -28.7% |
| 10Y | +75.9% | +2,021.8% | -1,945.9% | -21.1% |
| All | +423.6% | +9,093.5% | -8,669.9% | +51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling