+7,050.4%
FTNT vs B
+20.6%
+7,029.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.0% |
| 7D | -12.7% | +9.6% | -22.3% | -13.5% |
| 30D | -37.2% | +3.5% | -40.7% | -37.4% |
| 3M | -25.8% | -1.6% | -24.2% | -25.9% |
| 6M | +32.1% | -1.7% | +33.8% | +31.6% |
| YTD | +49.7% | -5.3% | +55.0% | +49.0% |
| 1Y | +47.6% | +27.2% | +20.3% | +42.6% |
| 3Y | +137.2% | +166.1% | -28.9% | +111.1% |
| 5Y | +74.2% | +136.5% | -62.3% | +54.9% |
| 10Y | +1,824.2% | +172.2% | +1,652.0% | +1,579.5% |
| All | +7,050.4% | +20.6% | +7,029.9% | +6,901.8% |
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