-1.5%
BAC vs FTNT
+49.6%
-51.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +4.0% |
| 7D | +1.5% | -25.7% | +27.2% | +1.4% |
| 30D | -4.4% | -29.7% | +25.3% | -4.4% |
| 3M | -17.5% | -23.1% | +5.6% | -17.2% |
| 6M | -0.1% | +45.0% | -45.0% | -0.4% |
| YTD | -4.6% | +62.9% | -67.6% | -6.2% |
| 1Y | -1.5% | +51.8% | -53.3% | -3.3% |
| All | -1.5% | +49.6% | -51.1% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling