+104.5%
FTNT vs BIYA
-98.3%
+202.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | -0.1% |
| 7D | -5.8% | +1.3% | -7.2% | -5.8% |
| 30D | -4.8% | -21.0% | +16.2% | -5.0% |
| 3M | +4.4% | -74.3% | +78.7% | +4.4% |
| 6M | +88.8% | -84.6% | +173.4% | +87.6% |
| YTD | +96.8% | -94.2% | +191.0% | +92.1% |
| 1Y | +104.5% | -98.2% | +202.7% | +112.0% |
| All | +104.5% | -98.3% | +202.8% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 1y: compounded portfolio wealth divided by compounded BIYA 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…
1y analysis · Full analysis span regression · 6 months rolling