+371.6%
BMY vs FTNT
+7,383.5%
-7,011.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +1.9% |
| 7D | +2.1% | +7.1% | -5.0% | +1.5% |
| 30D | +7.0% | -30.9% | +37.9% | +10.0% |
| 3M | -0.9% | -23.1% | +22.2% | +0.7% |
| 6M | +14.9% | +8.1% | +6.8% | +13.1% |
| YTD | +22.8% | +60.2% | -37.4% | +16.1% |
| 1Y | +36.2% | +57.0% | -20.8% | +29.0% |
| 3Y | +45.7% | +152.9% | -107.2% | +29.2% |
| 5Y | +31.3% | +85.9% | -54.6% | +17.1% |
| 10Y | +60.6% | +1,896.5% | -1,836.0% | +7.8% |
| All | +371.6% | +7,383.5% | -7,011.9% | +164.6% |
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