+2,111.2%
FTNT vs BWA
+153.1%
+1,958.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.4% | +0.9% |
| 7D | +1.6% | -0.1% | +1.7% | +1.6% |
| 30D | -1.9% | -5.5% | +3.6% | -0.5% |
| 3M | +14.4% | -7.6% | +22.0% | +16.5% |
| 6M | +88.7% | +25.0% | +63.7% | +74.5% |
| YTD | +100.0% | +47.0% | +53.1% | +73.9% |
| 1Y | +99.9% | +54.0% | +45.9% | +70.8% |
| 3Y | +147.9% | +70.7% | +77.3% | +99.3% |
| 5Y | +155.8% | +86.7% | +69.1% | +93.9% |
| All | +2,111.2% | +153.1% | +1,958.1% | +1,345.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling