+1,910.4%
FTNT vs BWA
+94.2%
+1,816.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | +7.1% | +4.3% | +2.8% | +5.8% |
| 30D | -30.9% | -13.0% | -17.9% | -27.9% |
| 3M | -23.1% | -24.8% | +1.7% | -16.9% |
| 6M | +8.1% | -23.5% | +31.6% | +15.5% |
| YTD | +60.2% | +13.8% | +46.4% | +49.4% |
| 1Y | +57.0% | +13.4% | +43.6% | +46.4% |
| 3Y | +152.9% | +62.8% | +90.2% | +104.9% |
| 5Y | +85.9% | +28.5% | +57.4% | +56.9% |
| All | +1,910.4% | +94.2% | +1,816.2% | +1,306.4% |
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