+162.8%
FTNT vs BKR
+172.8%
-10.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | -0.1% | -7.0% | +6.9% | +1.3% |
| 30D | -3.0% | -8.1% | +5.2% | -1.3% |
| 3M | +7.6% | -6.6% | +14.2% | +8.9% |
| 6M | +87.0% | +0.9% | +86.1% | +84.5% |
| YTD | +96.5% | +31.1% | +65.4% | +81.0% |
| 1Y | +92.9% | +27.7% | +65.2% | +78.4% |
| 3Y | +139.8% | +71.2% | +68.6% | +104.9% |
| All | +162.8% | +172.8% | -10.0% | +108.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling