+310.6%
BE vs FTNT
+98.7%
+211.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.0% | -5.0% | -4.2% |
| 7D | +9.7% | +1.6% | +8.1% | +9.5% |
| 30D | +22.4% | -1.9% | +24.3% | +22.5% |
| 3M | +10.4% | +14.4% | -4.0% | +9.1% |
| 6M | +67.9% | +88.7% | -20.8% | +55.6% |
| YTD | +197.5% | +100.0% | +97.5% | +160.5% |
| 1Y | +310.6% | +99.9% | +210.7% | +281.4% |
| All | +310.6% | +98.7% | +211.8% | +281.4% |
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