+2,111.2%
FTNT vs BN
+263.5%
+1,847.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.3% | +1.6% |
| 7D | +1.6% | -5.9% | +7.5% | +4.6% |
| 30D | -1.9% | -15.1% | +13.2% | +6.4% |
| 3M | +14.4% | -14.6% | +29.0% | +23.6% |
| 6M | +88.7% | -8.4% | +97.1% | +95.2% |
| YTD | +100.0% | -16.8% | +116.8% | +116.0% |
| 1Y | +99.9% | -14.4% | +114.2% | +111.9% |
| 3Y | +147.9% | +70.1% | +77.8% | +77.8% |
| 5Y | +155.8% | +33.5% | +122.3% | +108.0% |
| All | +2,111.2% | +263.5% | +1,847.6% | +957.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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