+85.4%
BE vs FTNT
+56.2%
+29.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.8% | -3.1% | -4.6% |
| 7D | +10.8% | +7.1% | +3.8% | +9.8% |
| 30D | -19.8% | -30.9% | +11.1% | -17.7% |
| 3M | -18.7% | -23.1% | +4.4% | -16.4% |
| 6M | -33.7% | +8.1% | -41.8% | -31.0% |
| YTD | +121.0% | +60.2% | +60.8% | +119.4% |
| 1Y | +85.4% | +57.0% | +28.4% | +98.3% |
| All | +85.4% | +56.2% | +29.2% | +98.3% |
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