+9,359.7%
FTNT vs BX
+1,870.6%
+7,489.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | +1.4% |
| 7D | +1.7% | -5.7% | +7.4% | +4.3% |
| 30D | -4.3% | -8.9% | +4.6% | -0.4% |
| 3M | +13.6% | +8.4% | +5.2% | +9.1% |
| 6M | +87.6% | +18.9% | +68.7% | +70.9% |
| YTD | +98.0% | -13.6% | +111.6% | +106.0% |
| 1Y | +96.9% | -22.4% | +119.4% | +113.9% |
| 3Y | +145.4% | +26.0% | +119.4% | +105.3% |
| 5Y | +153.0% | +18.8% | +134.2% | +110.6% |
| 10Y | +2,098.3% | +668.7% | +1,429.5% | +713.0% |
| All | +9,359.7% | +1,870.6% | +7,489.1% | +2,112.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling