+162.8%
FTNT vs BDX
-2.2%
+165.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.9% |
| 7D | -0.1% | -3.2% | +3.0% | +0.4% |
| 30D | -3.0% | -2.5% | -0.4% | -2.6% |
| 3M | +7.6% | +21.4% | -13.8% | +3.3% |
| 6M | +87.0% | +10.4% | +76.5% | +82.4% |
| YTD | +96.5% | +18.8% | +77.7% | +88.3% |
| 1Y | +92.9% | +21.7% | +71.3% | +83.7% |
| 3Y | +139.8% | -10.0% | +149.8% | +150.8% |
| All | +162.8% | -2.2% | +165.1% | +177.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling