+9,374.7%
FTNT vs BHP
+230.0%
+9,144.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -1.0% | +0.1% |
| 7D | -2.7% | +1.3% | -4.0% | -3.2% |
| 30D | -1.4% | +4.0% | -5.3% | -3.0% |
| 3M | +10.1% | +12.3% | -2.2% | +4.8% |
| 6M | +88.2% | +30.8% | +57.4% | +67.9% |
| YTD | +98.3% | +58.8% | +39.5% | +63.2% |
| 1Y | +96.0% | +76.8% | +19.1% | +54.3% |
| 3Y | +145.8% | +87.5% | +58.3% | +83.9% |
| 5Y | +154.6% | +123.9% | +30.7% | +72.6% |
| 10Y | +2,063.6% | +504.4% | +1,559.3% | +841.4% |
| All | +9,374.7% | +230.0% | +9,144.7% | +4,953.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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