+51.8%
FTNT vs BAX
+46.0%
+5.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.0% | +0.4% |
| 7D | -25.7% | +4.1% | -29.8% | -25.8% |
| 30D | -29.7% | +9.4% | -39.1% | -30.1% |
| 3M | -23.1% | -6.5% | -16.6% | -22.7% |
| 6M | +45.0% | +59.6% | -14.6% | +38.6% |
| YTD | +62.9% | +38.9% | +24.1% | +58.1% |
| 1Y | +51.8% | +48.0% | +3.8% | +46.1% |
| All | +51.8% | +46.0% | +5.8% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling