+162.8%
FTNT vs ITW
+36.9%
+125.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.3% |
| 7D | -0.1% | -0.7% | +0.6% | +0.2% |
| 30D | -3.0% | -8.3% | +5.4% | +1.2% |
| 3M | +7.6% | +6.0% | +1.6% | +3.8% |
| 6M | +87.0% | 0.0% | +87.0% | +84.7% |
| YTD | +96.5% | +10.2% | +86.3% | +81.9% |
| 1Y | +92.9% | +3.2% | +89.7% | +85.4% |
| 3Y | +139.8% | +21.0% | +118.9% | +102.4% |
| All | +162.8% | +36.9% | +125.9% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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