+9,303.7%
FTNT vs BB
-87.4%
+9,391.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -5.8% | -5.6% | -0.2% | -4.9% |
| 30D | -4.8% | -11.8% | +7.0% | -2.7% |
| 3M | +4.4% | -25.5% | +30.0% | +9.0% |
| 6M | +88.8% | +121.3% | -32.5% | +63.6% |
| YTD | +96.8% | +103.2% | -6.4% | +73.0% |
| 1Y | +104.5% | +102.6% | +1.8% | +78.9% |
| 3Y | +156.8% | +37.5% | +119.3% | +128.3% |
| 5Y | +144.1% | -30.4% | +174.5% | +133.8% |
| 10Y | +2,021.8% | 0.0% | +2,021.8% | +1,541.1% |
| All | +9,303.7% | -87.4% | +9,391.1% | +8,862.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling