+51.8%
FTNT vs JBL
+20.8%
+31.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.8% | +5.8% | +1.3% |
| 7D | -25.7% | -11.1% | -14.5% | -25.2% |
| 30D | -29.7% | -14.1% | -15.6% | -29.2% |
| 3M | -23.1% | -23.9% | +0.8% | -22.4% |
| 6M | +45.0% | -24.1% | +69.1% | +45.3% |
| YTD | +62.9% | +13.5% | +49.5% | +57.6% |
| 1Y | +51.8% | +23.7% | +28.1% | +43.5% |
| All | +51.8% | +20.8% | +31.0% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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