+2,072.5%
FTNT vs BNY
+416.3%
+1,656.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -0.1% | -1.3% | +1.2% | +0.4% |
| 30D | -3.0% | -0.2% | -2.8% | -3.0% |
| 3M | +7.6% | +14.9% | -7.3% | +0.9% |
| 6M | +87.0% | +40.0% | +47.0% | +60.3% |
| YTD | +96.5% | +42.0% | +54.6% | +67.0% |
| 1Y | +92.9% | +56.9% | +36.1% | +56.5% |
| 3Y | +139.8% | +289.9% | -150.0% | +28.6% |
| 5Y | +151.3% | +259.2% | -107.9% | +37.6% |
| All | +2,072.5% | +416.3% | +1,656.2% | +848.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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