+9,374.7%
FTNT vs BAX
+14.6%
+9,360.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.8% | +4.5% | +1.9% |
| 7D | -2.7% | -2.4% | -0.3% | -2.0% |
| 30D | -1.4% | -9.7% | +8.4% | +1.8% |
| 3M | +10.1% | +29.3% | -19.2% | +0.2% |
| 6M | +88.2% | +40.7% | +47.5% | +65.5% |
| YTD | +98.3% | +30.3% | +68.0% | +76.7% |
| 1Y | +96.0% | +3.4% | +92.6% | +87.5% |
| 3Y | +145.8% | -32.0% | +177.8% | +161.2% |
| 5Y | +154.6% | -66.9% | +221.5% | +267.6% |
| 10Y | +2,063.6% | -37.1% | +2,100.7% | +2,051.1% |
| All | +9,374.7% | +14.6% | +9,360.1% | +6,528.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling