+2,072.5%
FTNT vs BLK
+283.5%
+1,789.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.7% |
| 7D | -0.1% | -3.3% | +3.2% | +1.7% |
| 30D | -3.0% | -6.5% | +3.6% | +0.9% |
| 3M | +7.6% | +6.7% | +0.8% | +2.8% |
| 6M | +87.0% | +14.7% | +72.2% | +69.5% |
| YTD | +96.5% | +2.5% | +94.0% | +89.2% |
| 1Y | +92.9% | -2.8% | +95.7% | +91.1% |
| 3Y | +139.8% | +65.9% | +74.0% | +66.6% |
| 5Y | +151.3% | +33.0% | +118.4% | +97.2% |
| All | +2,072.5% | +283.5% | +1,789.0% | +849.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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