+51.8%
FTNT vs BRO
-3.6%
+55.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.5% | -3.5% | +1.2% |
| 7D | -25.7% | +12.4% | -38.1% | -25.4% |
| 30D | -29.7% | +21.6% | -51.3% | -30.1% |
| 3M | -23.1% | +4.3% | -27.4% | -22.6% |
| 6M | +45.0% | +29.2% | +15.8% | +38.7% |
| YTD | +62.9% | -6.4% | +69.3% | +65.2% |
| 1Y | +51.8% | -5.3% | +57.1% | +52.2% |
| All | +51.8% | -3.6% | +55.4% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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