+360.5%
BE vs FTNT
+104.9%
+255.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.4% | +7.4% |
| 7D | +20.0% | -5.8% | +25.8% | +20.8% |
| 30D | +7.9% | -4.8% | +12.7% | +8.5% |
| 3M | -13.2% | +4.4% | -17.6% | -13.4% |
| 6M | +53.5% | +88.8% | -35.3% | +42.8% |
| YTD | +191.0% | +96.8% | +94.2% | +160.1% |
| 1Y | +360.5% | +104.5% | +256.1% | +351.2% |
| All | +360.5% | +104.9% | +255.6% | +351.2% |
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