+435.9%
BSX vs FTNT
+9,148.2%
-8,712.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -7.0% | +1.7% | -8.8% | -7.4% |
| 30D | -10.9% | -4.3% | -6.6% | -10.4% |
| 3M | -8.2% | +13.6% | -21.8% | -11.1% |
| 6M | -37.5% | +87.6% | -125.1% | -45.9% |
| YTD | -52.8% | +98.0% | -150.8% | -59.8% |
| 1Y | -58.4% | +96.9% | -155.3% | -64.6% |
| 3Y | -16.5% | +145.4% | -161.9% | -34.4% |
| 5Y | -1.0% | +153.0% | -154.0% | -26.5% |
| 10Y | +91.2% | +2,098.3% | -2,007.0% | -17.1% |
| All | +435.9% | +9,148.2% | -8,712.4% | +57.6% |
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