+29.0%
FTNT vs BIYA
-99.9%
+128.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +7.1% | +9.0% | -2.0% | +7.1% |
| 30D | -30.9% | -12.9% | -17.9% | -30.9% |
| 3M | -23.1% | -54.7% | +31.6% | -23.2% |
| 6M | +8.1% | -85.1% | +93.2% | +7.8% |
| YTD | +60.2% | -96.9% | +157.1% | +58.7% |
| 1Y | +57.0% | -98.5% | +155.5% | +55.8% |
| All | +29.0% | -99.9% | +128.8% | +30.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling