+152.9%
FTNT vs BP
+51.6%
+101.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.9% |
| 7D | +7.1% | +3.8% | +3.2% | +6.6% |
| 30D | -30.9% | -5.3% | -25.6% | -30.5% |
| 3M | -23.1% | +9.3% | -32.4% | -24.1% |
| 6M | +8.1% | +7.2% | +0.9% | +7.1% |
| YTD | +60.2% | +38.0% | +22.2% | +51.7% |
| 1Y | +57.0% | +33.2% | +23.8% | +49.4% |
| 3Y | +152.9% | +50.3% | +102.6% | +131.5% |
| All | +152.9% | +51.6% | +101.4% | +131.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling