+141.6%
FTNT vs BAX
-33.8%
+175.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | 0.0% |
| 7D | +1.7% | -5.1% | +6.8% | +2.2% |
| 30D | -4.3% | -12.2% | +7.9% | -3.2% |
| 3M | +13.6% | +21.8% | -8.2% | +11.4% |
| 6M | +87.6% | +36.3% | +51.3% | +81.5% |
| YTD | +98.0% | +27.8% | +70.2% | +92.3% |
| 1Y | +96.9% | -0.1% | +97.0% | +95.1% |
| All | +141.6% | -33.8% | +175.4% | +143.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling