+60.7%
BMY vs FTNT
+2,095.7%
-2,035.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | 0.0% |
| 7D | -4.8% | -0.1% | -4.6% | -4.8% |
| 30D | -0.1% | -3.0% | +2.9% | 0.0% |
| 3M | +13.1% | +7.6% | +5.5% | +12.2% |
| 6M | +8.4% | +87.0% | -78.5% | +2.2% |
| YTD | +22.0% | +96.5% | -74.6% | +14.3% |
| 1Y | +40.3% | +92.9% | -52.6% | +31.6% |
| 3Y | +20.5% | +139.8% | -119.3% | +8.7% |
| 5Y | +23.7% | +151.3% | -127.6% | +7.3% |
| All | +60.7% | +2,095.7% | -2,035.0% | +4.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling