-21.0%
BSX vs FTNT
+145.1%
-166.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.2% | -4.2% |
| 7D | -8.2% | +1.6% | -9.8% | -8.3% |
| 30D | -15.8% | -1.9% | -13.9% | -15.8% |
| 3M | -10.8% | +14.4% | -25.2% | -12.3% |
| 6M | -38.4% | +88.7% | -127.1% | -42.6% |
| YTD | -54.8% | +100.0% | -154.8% | -58.3% |
| 1Y | -59.0% | +99.9% | -158.9% | -62.3% |
| All | -21.0% | +145.1% | -166.1% | -25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling