+104.5%
FTNT vs BP
+34.1%
+70.4%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | 0.0% |
| 7D | -5.8% | +3.9% | -9.8% | -5.7% |
| 30D | -4.8% | +7.6% | -12.4% | -4.6% |
| 3M | +4.4% | +0.7% | +3.7% | +5.0% |
| 6M | +88.8% | +15.5% | +73.3% | +89.6% |
| YTD | +96.8% | +30.8% | +66.0% | +100.5% |
| 1Y | +104.5% | +34.3% | +70.2% | +108.3% |
| All | +104.5% | +34.1% | +70.4% | +108.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 1y: compounded portfolio wealth divided by compounded BP 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…
1y analysis · Full analysis span regression · 6 months rolling