+9,374.7%
FTNT vs JBL
+2,487.3%
+6,887.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | -2.7% | +4.4% | -7.1% | -4.3% |
| 30D | -1.4% | -8.4% | +7.1% | +1.6% |
| 3M | +10.1% | -14.2% | +24.3% | +15.3% |
| 6M | +88.2% | +29.6% | +58.6% | +64.4% |
| YTD | +98.3% | +37.1% | +61.2% | +67.9% |
| 1Y | +96.0% | +49.5% | +46.5% | +58.5% |
| 3Y | +145.8% | +192.7% | -46.9% | +41.9% |
| 5Y | +154.6% | +411.3% | -256.7% | +14.9% |
| 10Y | +2,063.6% | +1,447.6% | +616.0% | +479.3% |
| All | +9,374.7% | +2,487.3% | +6,887.5% | +1,958.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling