+81.0%
BSX vs FTNT
+2,095.7%
-2,014.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.1% |
| 7D | -10.1% | -0.1% | -9.9% | -10.1% |
| 30D | -16.4% | -3.0% | -13.4% | -16.2% |
| 3M | -8.9% | +7.6% | -16.5% | -10.8% |
| 6M | -38.3% | +87.0% | -125.2% | -46.6% |
| YTD | -54.9% | +96.5% | -151.5% | -61.6% |
| 1Y | -58.8% | +92.9% | -151.7% | -64.8% |
| 3Y | -21.2% | +139.8% | -161.1% | -38.1% |
| 5Y | -3.3% | +151.3% | -154.7% | -29.4% |
| All | +81.0% | +2,095.7% | -2,014.7% | -30.5% |
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 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