+89.8%
FTNT vs BN
+31.1%
+58.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.0% |
| 7D | +7.1% | -1.0% | +8.0% | +7.5% |
| 30D | -30.9% | +14.0% | -44.8% | -35.8% |
| 3M | -23.1% | -9.0% | -14.1% | -20.0% |
| 6M | +8.1% | -8.8% | +16.9% | +11.9% |
| YTD | +60.2% | -10.3% | +70.5% | +65.4% |
| 1Y | +57.0% | -5.8% | +62.8% | +57.6% |
| 3Y | +152.9% | +94.8% | +58.1% | +61.3% |
| All | +89.8% | +31.1% | +58.8% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling