+75.6%
BAC vs FTNT
+153.6%
-78.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | -0.3% | +1.6% | -1.8% | -0.5% |
| 30D | -1.8% | -1.9% | +0.1% | -1.7% |
| 3M | +15.3% | +14.4% | +0.9% | +12.3% |
| 6M | +30.2% | +88.7% | -58.5% | +15.8% |
| YTD | +15.6% | +100.0% | -84.5% | +1.6% |
| 1Y | +27.5% | +99.9% | -72.4% | +11.8% |
| 3Y | +137.0% | +147.9% | -10.9% | +97.7% |
| 5Y | +75.6% | +155.8% | -80.2% | +38.9% |
| All | +75.6% | +153.6% | -78.0% | +38.9% |
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