+23.9%
BMY vs FTNT
+153.6%
-129.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.1% | -1.1% |
| 7D | -6.4% | +1.6% | -8.0% | -6.4% |
| 30D | +0.2% | -1.9% | +2.1% | +0.2% |
| 3M | +16.0% | +14.4% | +1.6% | +15.4% |
| 6M | +8.3% | +88.7% | -80.3% | +5.9% |
| YTD | +22.2% | +100.0% | -77.9% | +19.1% |
| 1Y | +41.7% | +99.9% | -58.2% | +38.2% |
| 3Y | +20.7% | +147.9% | -127.2% | +16.2% |
| 5Y | +23.9% | +155.8% | -131.9% | +16.5% |
| All | +23.9% | +153.6% | -129.6% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling