+911.5%
BE vs FTNT
+1,068.3%
-156.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.4% | +7.4% |
| 7D | +20.0% | -5.8% | +25.8% | +23.6% |
| 30D | +7.9% | -4.8% | +12.7% | +9.7% |
| 3M | -13.2% | +4.4% | -17.6% | -16.4% |
| 6M | +53.5% | +88.8% | -35.3% | -0.3% |
| YTD | +191.0% | +96.8% | +94.2% | +82.0% |
| 1Y | +360.5% | +104.5% | +256.1% | +184.5% |
| 3Y | +1,568.0% | +156.8% | +1,411.2% | +733.4% |
| 5Y | +1,055.2% | +144.1% | +911.1% | +437.1% |
| All | +911.5% | +1,068.3% | -156.8% | +65.0% |
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