+2,098.3%
FTNT vs CB
+219.8%
+1,878.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.2% |
| 7D | +1.7% | -0.5% | +2.3% | +1.9% |
| 30D | -4.3% | -3.1% | -1.2% | -3.4% |
| 3M | +13.6% | +4.2% | +9.4% | +11.7% |
| 6M | +87.6% | +4.7% | +82.9% | +83.7% |
| YTD | +98.0% | +8.8% | +89.2% | +91.0% |
| 1Y | +96.9% | +22.6% | +74.3% | +82.1% |
| 3Y | +145.4% | +70.6% | +74.8% | +98.9% |
| 5Y | +153.0% | +99.4% | +53.5% | +93.8% |
| 10Y | +2,098.3% | +223.5% | +1,874.8% | +1,372.5% |
| All | +2,098.3% | +219.8% | +1,878.5% | +1,372.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling