+2,072.5%
FTNT vs BB
+1.6%
+2,070.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.1% |
| 7D | -0.1% | -0.4% | +0.2% | -0.1% |
| 30D | -3.0% | -12.5% | +9.6% | -0.4% |
| 3M | +7.6% | -17.4% | +25.0% | +10.8% |
| 6M | +87.0% | +119.1% | -32.2% | +58.6% |
| YTD | +96.5% | +102.4% | -5.8% | +69.3% |
| 1Y | +92.9% | +98.2% | -5.3% | +65.8% |
| 3Y | +139.8% | +46.9% | +92.9% | +107.9% |
| 5Y | +151.3% | -26.4% | +177.7% | +136.1% |
| All | +2,072.5% | +1.6% | +2,070.9% | +1,411.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling