+162.8%
FTNT vs BRO
+17.6%
+145.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.7% |
| 7D | -0.1% | -7.3% | +7.2% | +3.2% |
| 30D | -3.0% | -6.9% | +3.9% | -0.3% |
| 3M | +7.6% | +10.7% | -3.1% | +0.7% |
| 6M | +87.0% | -2.7% | +89.6% | +85.9% |
| YTD | +96.5% | -16.3% | +112.9% | +110.2% |
| 1Y | +92.9% | -29.1% | +122.0% | +125.1% |
| 3Y | +139.8% | -7.8% | +147.7% | +119.0% |
| All | +162.8% | +17.6% | +145.2% | +98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling