+162.8%
FTNT vs BLK
+32.0%
+130.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.7% |
| 7D | -0.1% | -3.3% | +3.2% | +1.8% |
| 30D | -3.0% | -6.5% | +3.6% | +1.0% |
| 3M | +7.6% | +6.7% | +0.8% | +2.6% |
| 6M | +87.0% | +14.7% | +72.2% | +68.6% |
| YTD | +96.5% | +2.5% | +94.0% | +88.8% |
| 1Y | +92.9% | -2.8% | +95.7% | +91.3% |
| 3Y | +139.8% | +65.9% | +74.0% | +56.6% |
| All | +162.8% | +32.0% | +130.8% | +110.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling