+9,359.7%
FTNT vs BNS
+329.1%
+9,030.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.3% |
| 7D | +1.7% | -1.3% | +3.0% | +2.4% |
| 30D | -4.3% | +4.0% | -8.3% | -6.5% |
| 3M | +13.6% | +13.8% | -0.2% | +5.6% |
| 6M | +87.6% | +32.7% | +54.9% | +59.7% |
| YTD | +98.0% | +27.6% | +70.4% | +71.7% |
| 1Y | +96.9% | +47.4% | +49.5% | +57.7% |
| 3Y | +145.4% | +129.0% | +16.4% | +51.6% |
| 5Y | +153.0% | +92.7% | +60.3% | +72.2% |
| 10Y | +2,098.3% | +182.1% | +1,916.2% | +1,064.3% |
| All | +9,359.7% | +329.1% | +9,030.6% | +3,627.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 all: compounded portfolio wealth divided by compounded BNS 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…
all analysis · Full analysis span regression · 6 months rolling