+144.1%
FTNT vs BKR
+69.4%
+74.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.7% | +7.7% | +2.3% |
| 7D | +1.6% | -6.7% | +8.3% | +2.9% |
| 30D | -1.9% | -8.3% | +6.5% | -0.3% |
| 3M | +14.4% | -5.4% | +19.8% | +15.4% |
| 6M | +88.7% | +0.8% | +87.9% | +85.9% |
| YTD | +100.0% | +31.8% | +68.2% | +82.3% |
| 1Y | +99.9% | +28.6% | +71.3% | +82.9% |
| All | +144.1% | +69.4% | +74.7% | +112.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 3y: compounded portfolio wealth divided by compounded BKR 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…
3y analysis · Full analysis span regression · 6 months rolling