-40.8%
BMNR vs FTNT
+104.9%
-145.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | +4.9% | -5.8% | +10.8% | +7.6% |
| 30D | +35.5% | -4.8% | +40.3% | +38.3% |
| 3M | +39.6% | +4.4% | +35.2% | +37.1% |
| 6M | +18.2% | +88.8% | -70.5% | -11.8% |
| YTD | -8.0% | +96.8% | -104.8% | -34.6% |
| 1Y | -40.8% | +104.5% | -145.3% | -53.0% |
| All | -40.8% | +104.9% | -145.7% | -53.0% |
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 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