+1,910.4%
FTNT vs BAX
-35.8%
+1,946.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | +7.1% | +0.1% | +7.0% | +7.0% |
| 30D | -30.9% | +4.1% | -35.0% | -31.5% |
| 3M | -23.1% | -4.5% | -18.6% | -22.2% |
| 6M | +8.1% | +49.2% | -41.1% | -3.4% |
| YTD | +60.2% | +35.2% | +25.0% | +45.0% |
| 1Y | +57.0% | +38.3% | +18.7% | +41.0% |
| 3Y | +152.9% | -19.0% | +172.0% | +153.2% |
| 5Y | +85.9% | -64.2% | +150.1% | +156.3% |
| All | +1,910.4% | -35.8% | +1,946.3% | +2,005.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling