-2.8%
BSX vs FTNT
+151.3%
-154.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | 0.0% |
| 7D | -10.1% | -0.1% | -9.9% | -10.1% |
| 30D | -16.4% | -3.0% | -13.4% | -16.3% |
| 3M | -8.9% | +7.6% | -16.5% | -10.2% |
| 6M | -38.3% | +87.0% | -125.2% | -44.3% |
| YTD | -54.9% | +96.5% | -151.5% | -59.8% |
| 1Y | -58.8% | +92.9% | -151.7% | -63.2% |
| 3Y | -21.2% | +139.8% | -161.1% | -33.3% |
| All | -2.8% | +151.3% | -154.1% | -25.2% |
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