+162.8%
FTNT vs BBY
+1.5%
+161.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.1% | -4.8% | -2.6% |
| 7D | -0.1% | +0.6% | -0.7% | -0.3% |
| 30D | -3.0% | +9.4% | -12.4% | -5.7% |
| 3M | +7.6% | +19.3% | -11.7% | +1.7% |
| 6M | +87.0% | +47.9% | +39.0% | +64.9% |
| YTD | +96.5% | +39.6% | +57.0% | +75.5% |
| 1Y | +92.9% | +22.2% | +70.8% | +78.9% |
| 3Y | +139.8% | +45.0% | +94.9% | +97.7% |
| All | +162.8% | +1.5% | +161.3% | +142.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling