+162.8%
FTNT vs BG
+81.8%
+81.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | 0.0% | -1.5% |
| 7D | -0.1% | +3.1% | -3.3% | -0.5% |
| 30D | -3.0% | +10.2% | -13.2% | -4.4% |
| 3M | +7.6% | -1.7% | +9.3% | +7.6% |
| 6M | +87.0% | +1.0% | +86.0% | +85.8% |
| YTD | +96.5% | +39.9% | +56.6% | +84.5% |
| 1Y | +92.9% | +53.2% | +39.7% | +77.6% |
| 3Y | +139.8% | +16.3% | +123.6% | +132.4% |
| All | +162.8% | +81.8% | +81.0% | +109.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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