+152.9%
FTNT vs BB
+147.9%
+5.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.3% |
| 7D | +7.1% | +1.8% | +5.2% | +6.6% |
| 30D | -30.9% | +8.1% | -39.0% | -32.1% |
| 3M | -23.1% | -1.0% | -22.1% | -23.3% |
| 6M | +8.1% | +45.9% | -37.8% | -0.2% |
| YTD | +60.2% | +134.8% | -74.6% | +35.7% |
| 1Y | +57.0% | +104.6% | -47.6% | +35.6% |
| 3Y | +152.9% | +152.8% | +0.1% | +103.9% |
| All | +152.9% | +147.9% | +5.0% | +103.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling