+89.3%
FTNT vs BAX
-64.3%
+153.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.5% |
| 7D | +5.7% | +0.4% | +5.4% | +5.7% |
| 30D | -32.1% | +3.4% | -35.5% | -32.3% |
| 3M | -19.5% | -4.5% | -15.0% | -18.8% |
| 6M | +13.8% | +44.0% | -30.2% | +7.0% |
| YTD | +63.1% | +34.9% | +28.2% | +53.9% |
| 1Y | +57.7% | +37.9% | +19.8% | +48.1% |
| 3Y | +154.9% | -17.1% | +172.0% | +153.5% |
| 5Y | +89.3% | -64.3% | +153.6% | +157.5% |
| All | +89.3% | -64.3% | +153.6% | +157.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling