+99.9%
FTNT vs BAX
-0.8%
+100.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.1% |
| 7D | +1.6% | -5.4% | +7.0% | +1.9% |
| 30D | -1.9% | -12.4% | +10.5% | -1.1% |
| 3M | +14.4% | +19.1% | -4.7% | +12.7% |
| 6M | +88.7% | +38.6% | +50.0% | +82.4% |
| YTD | +100.0% | +26.7% | +73.3% | +95.8% |
| 1Y | +99.9% | +1.0% | +98.8% | +96.7% |
| All | +99.9% | -0.8% | +100.7% | +96.7% |
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