+2,072.5%
FTNT vs BIDU
-48.7%
+2,121.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.6% | -2.0% |
| 7D | -0.1% | -8.1% | +8.0% | +1.7% |
| 30D | -3.0% | -12.8% | +9.9% | -0.3% |
| 3M | +7.6% | -21.3% | +28.9% | +12.8% |
| 6M | +87.0% | -27.0% | +113.9% | +97.8% |
| YTD | +96.5% | -30.0% | +126.6% | +108.3% |
| 1Y | +92.9% | -18.3% | +111.2% | +94.4% |
| 3Y | +139.8% | -33.8% | +173.7% | +146.2% |
| 5Y | +151.3% | -44.3% | +195.6% | +152.0% |
| All | +2,072.5% | -48.7% | +2,121.1% | +1,729.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 10y: compounded portfolio wealth divided by compounded BIDU 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…
10y analysis · Full analysis span regression · 6 months rolling