+92.9%
FTNT vs JBL
+47.2%
+45.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.0% | -6.8% | -2.1% |
| 7D | -0.1% | +2.4% | -2.6% | -0.3% |
| 30D | -3.0% | -13.1% | +10.1% | -2.3% |
| 3M | +7.6% | -15.6% | +23.2% | +8.2% |
| 6M | +87.0% | +24.6% | +62.4% | +79.2% |
| YTD | +96.5% | +39.6% | +56.9% | +85.2% |
| 1Y | +92.9% | +48.6% | +44.3% | +78.2% |
| All | +92.9% | +47.2% | +45.8% | +78.2% |
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