+9,303.7%
FTNT vs BWA
+473.5%
+8,830.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -1.0% |
| 7D | -5.8% | +5.7% | -11.5% | -7.6% |
| 30D | -4.8% | +1.4% | -6.2% | -5.4% |
| 3M | +4.4% | -12.1% | +16.5% | +8.4% |
| 6M | +88.8% | +28.6% | +60.2% | +70.3% |
| YTD | +96.8% | +51.1% | +45.7% | +65.2% |
| 1Y | +104.5% | +55.9% | +48.6% | +69.2% |
| 3Y | +156.8% | +70.1% | +86.6% | +99.0% |
| 5Y | +144.1% | +90.7% | +53.4% | +76.1% |
| 10Y | +2,021.8% | +154.0% | +1,867.8% | +1,115.9% |
| All | +9,303.7% | +473.5% | +8,830.3% | +3,494.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling