+42.5%
FTNT vs BRKR
+47.8%
-5.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -9.0% | +3.7% | -4.4% |
| 7D | -11.9% | -6.4% | -5.6% | -11.4% |
| 30D | -35.9% | -4.0% | -31.9% | -35.8% |
| 3M | -25.4% | +10.7% | -36.1% | -26.0% |
| 6M | +36.2% | +53.0% | -16.8% | +26.3% |
| YTD | +54.3% | +23.6% | +30.6% | +47.0% |
| 1Y | +42.5% | +45.0% | -2.6% | +30.2% |
| All | +42.5% | +47.8% | -5.3% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 1y: compounded portfolio wealth divided by compounded BRKR 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…
1y analysis · Full analysis span regression · 6 months rolling