+9,303.7%
FTNT vs BP
+77.8%
+9,226.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.2% |
| 7D | -5.8% | +3.9% | -9.8% | -6.9% |
| 30D | -4.8% | +7.6% | -12.4% | -6.9% |
| 3M | +4.4% | +0.7% | +3.7% | +3.7% |
| 6M | +88.8% | +15.5% | +73.3% | +79.2% |
| YTD | +96.8% | +30.8% | +66.0% | +79.6% |
| 1Y | +104.5% | +34.3% | +70.2% | +84.4% |
| 3Y | +156.8% | +35.1% | +121.7% | +127.4% |
| 5Y | +144.1% | +126.8% | +17.2% | +78.6% |
| 10Y | +2,021.8% | +123.4% | +1,898.4% | +1,360.0% |
| All | +9,303.7% | +77.8% | +9,226.0% | +6,692.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling