+162.8%
FTNT vs BNY
+256.6%
-93.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -0.1% | -1.3% | +1.2% | +0.5% |
| 30D | -3.0% | -0.2% | -2.8% | -3.0% |
| 3M | +7.6% | +14.9% | -7.3% | -0.4% |
| 6M | +87.0% | +40.0% | +47.0% | +55.1% |
| YTD | +96.5% | +42.0% | +54.6% | +61.1% |
| 1Y | +92.9% | +56.9% | +36.1% | +49.2% |
| 3Y | +139.8% | +289.9% | -150.0% | +8.1% |
| All | +162.8% | +256.6% | -93.8% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling