+139.8%
FTNT vs BRKR
-11.8%
+151.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.7% |
| 7D | -0.1% | -8.7% | +8.5% | +0.8% |
| 30D | -3.0% | -9.9% | +6.9% | -1.9% |
| 3M | +7.6% | -3.1% | +10.7% | +6.9% |
| 6M | +87.0% | +45.5% | +41.5% | +75.3% |
| YTD | +96.5% | +13.7% | +82.9% | +89.7% |
| 1Y | +92.9% | +67.4% | +25.5% | +76.7% |
| 3Y | +139.8% | -13.2% | +153.1% | +133.0% |
| All | +139.8% | -11.8% | +151.6% | +133.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling