+153.0%
FTNT vs BAX
-67.6%
+220.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.1% |
| 7D | +1.7% | -5.1% | +6.8% | +2.5% |
| 30D | -4.3% | -12.2% | +7.9% | -2.5% |
| 3M | +13.6% | +21.8% | -8.2% | +9.8% |
| 6M | +87.6% | +36.3% | +51.3% | +77.5% |
| YTD | +98.0% | +27.8% | +70.2% | +88.3% |
| 1Y | +96.9% | -0.1% | +97.0% | +94.5% |
| 3Y | +145.4% | -33.3% | +178.7% | +156.7% |
| 5Y | +153.0% | -67.1% | +220.1% | +233.6% |
| All | +153.0% | -67.6% | +220.5% | +233.6% |
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