+306.2%
BAC vs FTNT
+7,435.3%
-7,129.1%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.8% |
| 7D | -1.9% | -1.0% | -0.9% | -1.7% |
| 30D | -7.2% | -33.6% | +26.4% | +0.9% |
| 3M | -20.4% | -20.9% | +0.4% | -17.5% |
| 6M | +1.3% | +11.0% | -9.7% | -3.3% |
| YTD | -6.4% | +61.3% | -67.7% | -19.2% |
| 1Y | -3.5% | +53.1% | -56.6% | -15.8% |
| 3Y | +96.7% | +152.1% | -55.4% | +47.3% |
| 5Y | +20.6% | +90.1% | -69.5% | -8.8% |
| 10Y | +233.0% | +1,910.4% | -1,677.3% | +25.8% |
| All | +306.2% | +7,435.3% | -7,129.1% | -11.0% |
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