+141.6%
FTNT vs BWA
+67.1%
+74.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | +0.1% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | -4.3% | -5.6% | +1.3% | -3.5% |
| 3M | +13.6% | -10.7% | +24.3% | +15.5% |
| 6M | +87.6% | +23.2% | +64.4% | +79.8% |
| YTD | +98.0% | +46.0% | +52.0% | +81.3% |
| 1Y | +96.9% | +51.2% | +45.8% | +78.7% |
| All | +141.6% | +67.1% | +74.5% | +104.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling