+104.5%
FTNT vs BWA
+59.1%
+45.4%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.3% |
| 7D | -5.8% | +5.7% | -11.5% | -6.3% |
| 30D | -4.8% | +1.4% | -6.2% | -4.9% |
| 3M | +4.4% | -12.1% | +16.5% | +5.5% |
| 6M | +88.8% | +28.6% | +60.2% | +84.4% |
| YTD | +96.8% | +51.1% | +45.7% | +83.4% |
| 1Y | +104.5% | +55.9% | +48.6% | +89.0% |
| All | +104.5% | +59.1% | +45.4% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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