+7,268.8%
FTNT vs B
+25.6%
+7,243.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.2% | -1.2% | +2.7% |
| 7D | -3.0% | +11.3% | -14.3% | -4.0% |
| 30D | -37.1% | +2.9% | -40.1% | -37.3% |
| 3M | -23.3% | -2.9% | -20.4% | -23.3% |
| 6M | +7.4% | -1.2% | +8.6% | +6.9% |
| YTD | +54.2% | -1.3% | +55.6% | +53.0% |
| 1Y | +49.7% | +30.4% | +19.3% | +44.4% |
| 3Y | +146.6% | +195.3% | -48.7% | +117.2% |
| 5Y | +75.4% | +146.2% | -70.8% | +55.4% |
| 10Y | +1,828.7% | +200.5% | +1,628.2% | +1,570.1% |
| All | +7,268.8% | +25.6% | +7,243.2% | +7,087.4% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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