+145.8%
FTNT vs BP
+36.5%
+109.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.7% | +0.5% |
| 7D | -2.7% | +0.9% | -3.6% | -2.8% |
| 30D | -1.4% | +9.1% | -10.5% | -2.5% |
| 3M | +10.1% | +3.9% | +6.2% | +9.6% |
| 6M | +88.2% | +13.6% | +74.6% | +84.0% |
| YTD | +98.3% | +34.0% | +64.3% | +88.1% |
| 1Y | +96.0% | +39.2% | +56.8% | +83.9% |
| 3Y | +145.8% | +36.4% | +109.4% | +128.0% |
| All | +145.8% | +36.5% | +109.3% | +128.0% |
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