+2,072.5%
FTNT vs BDX
+59.3%
+2,013.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.0% |
| 7D | -0.1% | -3.2% | +3.0% | +0.8% |
| 30D | -3.0% | -2.5% | -0.4% | -2.4% |
| 3M | +7.6% | +21.4% | -13.8% | +0.8% |
| 6M | +87.0% | +10.4% | +76.5% | +79.9% |
| YTD | +96.5% | +18.8% | +77.7% | +84.0% |
| 1Y | +92.9% | +21.7% | +71.3% | +78.8% |
| 3Y | +139.8% | -10.0% | +149.8% | +143.8% |
| 5Y | +151.3% | -1.8% | +153.1% | +143.1% |
| All | +2,072.5% | +59.3% | +2,013.2% | +1,651.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 10y: compounded portfolio wealth divided by compounded BDX 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…
10y analysis · Full analysis span regression · 6 months rolling