+402.5%
BAC vs FTNT
+9,093.5%
-8,691.0%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | +1.1% | -5.8% | +6.9% | +2.4% |
| 30D | -0.4% | -4.8% | +4.4% | +0.3% |
| 3M | +16.9% | +4.4% | +12.5% | +15.0% |
| 6M | +26.6% | +88.8% | -62.2% | +7.1% |
| YTD | +15.8% | +96.8% | -81.0% | -3.2% |
| 1Y | +27.2% | +104.5% | -77.3% | +5.0% |
| 3Y | +132.4% | +156.8% | -24.4% | +75.5% |
| 5Y | +72.6% | +144.1% | -71.5% | +24.4% |
| 10Y | +389.7% | +2,021.8% | -1,632.0% | +85.4% |
| All | +402.5% | +9,093.5% | -8,691.0% | +6.7% |
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