+9,374.7%
FTNT vs BG
+214.6%
+9,160.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | -0.4% |
| 7D | -2.7% | +2.4% | -5.1% | -3.4% |
| 30D | -1.4% | +15.0% | -16.4% | -5.3% |
| 3M | +10.1% | -0.7% | +10.7% | +9.5% |
| 6M | +88.2% | +7.5% | +80.7% | +82.5% |
| YTD | +98.3% | +41.6% | +56.7% | +77.2% |
| 1Y | +96.0% | +50.7% | +45.3% | +71.1% |
| 3Y | +145.8% | +20.3% | +125.5% | +124.4% |
| 5Y | +154.6% | +85.2% | +69.4% | +97.0% |
| 10Y | +2,063.6% | +160.6% | +1,903.0% | +1,242.5% |
| All | +9,374.7% | +214.6% | +9,160.1% | +5,209.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling