+139.8%
FTNT vs BBY
+42.8%
+97.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.1% | -4.8% | -2.2% |
| 7D | -0.1% | +0.6% | -0.7% | -0.3% |
| 30D | -3.0% | +9.4% | -12.4% | -4.7% |
| 3M | +7.6% | +19.3% | -11.7% | +3.8% |
| 6M | +87.0% | +47.9% | +39.0% | +72.1% |
| YTD | +96.5% | +39.6% | +57.0% | +82.4% |
| 1Y | +92.9% | +22.2% | +70.8% | +83.8% |
| 3Y | +139.8% | +45.0% | +94.9% | +117.6% |
| All | +139.8% | +42.8% | +97.1% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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