+104.5%
FTNT vs JBL
+52.3%
+52.1%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.6% | -0.2% |
| 7D | -5.8% | +3.0% | -8.9% | -6.0% |
| 30D | -4.8% | -8.3% | +3.5% | -4.4% |
| 3M | +4.4% | -16.9% | +21.3% | +5.0% |
| 6M | +88.8% | +21.8% | +67.0% | +81.4% |
| YTD | +96.8% | +36.3% | +60.5% | +86.1% |
| 1Y | +104.5% | +49.5% | +55.0% | +88.5% |
| All | +104.5% | +52.3% | +52.1% | +88.5% |
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