+21.0%
BAC vs FTNT
+77.1%
-56.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.1% | -0.8% | +1.8% |
| 7D | +2.0% | -3.0% | +4.9% | +2.4% |
| 30D | -6.9% | -37.1% | +30.2% | -0.9% |
| 3M | -19.6% | -23.3% | +3.7% | -17.3% |
| 6M | -0.5% | +7.4% | -7.8% | -3.4% |
| YTD | -6.6% | +54.2% | -60.8% | -15.6% |
| 1Y | -3.0% | +49.7% | -52.7% | -11.9% |
| 3Y | +97.3% | +146.6% | -49.3% | +61.7% |
| All | +21.0% | +77.1% | -56.2% | -1.8% |
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