+153.2%
FTNT vs BB
-27.9%
+181.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | +0.2% |
| 7D | +1.7% | +1.8% | -0.1% | +1.2% |
| 30D | -4.3% | -12.2% | +8.0% | -0.9% |
| 3M | +13.6% | -12.3% | +25.9% | +16.2% |
| 6M | +87.6% | +122.7% | -35.1% | +48.8% |
| YTD | +98.0% | +104.5% | -6.5% | +60.5% |
| 1Y | +96.9% | +106.7% | -9.7% | +57.7% |
| 3Y | +145.4% | +70.0% | +75.4% | +95.1% |
| All | +153.2% | -27.9% | +181.1% | +156.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling