+376.0%
BMY vs FTNT
+9,162.9%
-8,786.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -3.9% | -3.3% |
| 7D | -3.3% | -2.7% | -0.6% | -3.1% |
| 30D | 0.0% | -1.4% | +1.3% | 0.0% |
| 3M | +17.7% | +10.1% | +7.6% | +16.5% |
| 6M | +9.6% | +88.2% | -78.6% | +2.9% |
| YTD | +24.0% | +98.3% | -74.3% | +15.7% |
| 1Y | +45.1% | +96.0% | -50.8% | +35.4% |
| 3Y | +22.5% | +145.8% | -123.3% | +9.8% |
| 5Y | +22.3% | +154.6% | -132.3% | +6.3% |
| 10Y | +62.0% | +2,063.6% | -2,001.7% | +8.6% |
| All | +376.0% | +9,162.9% | -8,786.9% | +163.6% |
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