+9,290.5%
FTNT vs BRO
+771.1%
+8,519.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.6% |
| 7D | -0.1% | -7.3% | +7.2% | +4.1% |
| 30D | -3.0% | -6.9% | +3.9% | +0.5% |
| 3M | +7.6% | +10.7% | -3.1% | -0.4% |
| 6M | +87.0% | -2.7% | +89.6% | +85.6% |
| YTD | +96.5% | -16.3% | +112.9% | +111.4% |
| 1Y | +92.9% | -29.1% | +122.0% | +127.9% |
| 3Y | +139.8% | -7.8% | +147.7% | +129.5% |
| 5Y | +151.3% | +18.7% | +132.6% | +103.1% |
| 10Y | +2,082.2% | +291.9% | +1,790.3% | +705.0% |
| All | +9,290.5% | +771.1% | +8,519.4% | +2,006.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling