+89.8%
FTNT vs BEN
+28.2%
+61.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.0% |
| 7D | +7.1% | +6.8% | +0.3% | +4.1% |
| 30D | -30.9% | +18.0% | -48.9% | -35.8% |
| 3M | -23.1% | +7.5% | -30.6% | -25.8% |
| 6M | +8.1% | +14.7% | -6.6% | +1.2% |
| YTD | +60.2% | +56.1% | +4.1% | +29.3% |
| 1Y | +57.0% | +69.6% | -12.6% | +21.8% |
| 3Y | +152.9% | +87.7% | +65.2% | +74.9% |
| All | +89.8% | +28.2% | +61.6% | +72.9% |
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