-54.1%
BMNR vs FTNT
+44.8%
-98.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -5.3% | -7.2% | -10.9% |
| 7D | -12.3% | -11.9% | -0.4% | -8.7% |
| 30D | -27.5% | -35.9% | +8.5% | -17.9% |
| 3M | +3.1% | -25.4% | +28.5% | +11.0% |
| 6M | -17.7% | +36.2% | -54.0% | -26.0% |
| YTD | -30.0% | +54.3% | -84.3% | -42.1% |
| 1Y | -54.1% | +42.5% | -96.6% | -59.2% |
| All | -54.1% | +44.8% | -98.9% | -59.2% |
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