+162.8%
FTNT vs BR
+8.0%
+154.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.6% |
| 7D | -0.1% | -3.0% | +2.8% | +1.5% |
| 30D | -3.0% | -0.3% | -2.7% | -3.0% |
| 3M | +7.6% | +17.3% | -9.7% | -2.5% |
| 6M | +87.0% | -6.7% | +93.7% | +93.1% |
| YTD | +96.5% | -23.4% | +120.0% | +127.8% |
| 1Y | +92.9% | -32.7% | +125.6% | +143.2% |
| 3Y | +139.8% | -5.9% | +145.8% | +130.2% |
| All | +162.8% | +8.0% | +154.8% | +106.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 5y: compounded portfolio wealth divided by compounded BR 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…
5y analysis · Full analysis span regression · 6 months rolling