+2,111.2%
FTNT vs BP
+137.6%
+1,973.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.2% | +0.8% |
| 7D | +1.6% | +5.7% | -4.1% | +0.2% |
| 30D | -1.9% | +8.1% | -10.0% | -3.9% |
| 3M | +14.4% | +8.6% | +5.8% | +11.5% |
| 6M | +88.7% | +18.1% | +70.5% | +79.2% |
| YTD | +100.0% | +37.6% | +62.4% | +81.8% |
| 1Y | +99.9% | +39.4% | +60.5% | +80.4% |
| 3Y | +147.9% | +40.1% | +107.9% | +120.3% |
| 5Y | +155.8% | +141.3% | +14.5% | +89.0% |
| All | +2,111.2% | +137.6% | +1,973.5% | +1,565.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling