+153.0%
FTNT vs BWA
+89.5%
+63.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | +0.2% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | -4.3% | -5.6% | +1.3% | -3.0% |
| 3M | +13.6% | -10.7% | +24.3% | +16.6% |
| 6M | +87.6% | +23.2% | +64.4% | +74.8% |
| YTD | +98.0% | +46.0% | +52.0% | +72.5% |
| 1Y | +96.9% | +51.2% | +45.8% | +69.2% |
| 3Y | +145.4% | +69.6% | +75.8% | +97.0% |
| 5Y | +153.0% | +86.6% | +66.4% | +78.4% |
| All | +153.0% | +89.5% | +63.5% | +78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling