+104.5%
FTNT vs BX
-15.8%
+120.3%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | -5.8% | -4.4% | -1.5% | -5.0% |
| 30D | -4.8% | +0.1% | -4.9% | -4.6% |
| 3M | +4.4% | +16.0% | -11.6% | +2.0% |
| 6M | +88.8% | +21.6% | +67.2% | +82.1% |
| YTD | +96.8% | -8.9% | +105.7% | +96.0% |
| 1Y | +104.5% | -16.6% | +121.1% | +108.0% |
| All | +104.5% | -15.8% | +120.3% | +108.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 1y: compounded portfolio wealth divided by compounded BX 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…
1y analysis · Full analysis span regression · 6 months rolling