+7,694.2%
FTNT vs BP
+85.9%
+7,608.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.8% |
| 7D | +5.7% | +2.5% | +3.2% | +5.0% |
| 30D | -32.1% | -5.6% | -26.5% | -31.1% |
| 3M | -19.5% | +8.0% | -27.5% | -21.6% |
| 6M | +13.8% | +5.7% | +8.1% | +11.0% |
| YTD | +63.1% | +36.8% | +26.3% | +46.4% |
| 1Y | +57.7% | +30.7% | +27.0% | +43.2% |
| 3Y | +154.9% | +51.6% | +103.3% | +117.6% |
| 5Y | +89.3% | +112.2% | -22.9% | +41.8% |
| 10Y | +1,933.0% | +138.6% | +1,794.3% | +1,267.8% |
| All | +7,694.2% | +85.9% | +7,608.3% | +5,438.4% |
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