+153.0%
FTNT vs BEN
+40.0%
+113.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | +0.5% |
| 7D | +1.7% | +3.4% | -1.6% | +0.3% |
| 30D | -4.3% | +1.8% | -6.0% | -5.0% |
| 3M | +13.6% | +8.4% | +5.2% | +9.8% |
| 6M | +87.6% | +35.6% | +52.0% | +64.1% |
| YTD | +98.0% | +46.4% | +51.6% | +66.9% |
| 1Y | +96.9% | +46.3% | +50.6% | +65.5% |
| 3Y | +145.4% | +54.6% | +90.8% | +93.2% |
| 5Y | +153.0% | +39.4% | +113.6% | +104.6% |
| All | +153.0% | +40.0% | +113.0% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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