+162.8%
FTNT vs BRKR
-39.7%
+202.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.7% |
| 7D | -0.1% | -8.7% | +8.5% | +2.1% |
| 30D | -3.0% | -9.9% | +6.9% | -0.6% |
| 3M | +7.6% | -3.1% | +10.7% | +6.0% |
| 6M | +87.0% | +45.5% | +41.5% | +61.5% |
| YTD | +96.5% | +13.7% | +82.9% | +81.5% |
| 1Y | +92.9% | +67.4% | +25.5% | +55.9% |
| 3Y | +139.8% | -13.2% | +153.1% | +118.7% |
| All | +162.8% | -39.7% | +202.6% | +200.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling