+9,359.7%
FTNT vs BDX
+326.3%
+9,033.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.1% | -0.6% |
| 7D | +1.7% | -3.6% | +5.3% | +3.2% |
| 30D | -4.3% | +0.7% | -4.9% | -4.8% |
| 3M | +13.6% | +19.0% | -5.3% | +5.0% |
| 6M | +87.6% | +10.8% | +76.8% | +78.0% |
| YTD | +98.0% | +20.1% | +77.8% | +80.5% |
| 1Y | +96.9% | +23.1% | +73.9% | +77.1% |
| 3Y | +145.4% | -8.8% | +154.2% | +145.8% |
| 5Y | +153.0% | -1.4% | +154.4% | +139.0% |
| 10Y | +2,098.3% | +60.5% | +2,037.8% | +1,327.6% |
| All | +9,359.7% | +326.3% | +9,033.4% | +3,011.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling