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Funds (13F)

Brown Advisory Inc

Backtest from 16 Aug 2013 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+14.7%
S&P 500 +14.1%
Last 12 months
+7.4%
S&P 500 +12.1%
Sharpe ratio
0.75
S&P 500 0.78
Biggest drop
−33.1%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $61.4k$57.0k
Brown Advisory IncS&P 500 $10,000 in Brown Advisory Inc from 16 Aug 2013 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies Brown Advisory Inc's quarterly 13F holdings in the companies we cover, weighted by reported value: it buys on the first trading day after each 13F is filed (up to 45 days after the quarter) and holds until the next filing. A 13F shows long US-listed positions only, at the quarter's end, so this misses shorts, cash, bonds, non-US holdings and trading within the quarter.

Brown Advisory Inc's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+14.7%+14.1%
Total return+514%+470%
Last 12 months+7.4%+12.1%
Last 3 months+3.1%—
Last month+1.1%—
This year so far+7.8%—
Volatility a year17.8%16.0%
Sharpe ratio0.750.78
Biggest drop−33.1%−31.8%
Beta to the S&P 5001.071.00
Alpha a year (t-statistic)−0.0% (−0.03)—
Share of weeks up58%—

Sharpe ratio uses returns above the 3-month Treasury bill rate. Alpha is the yearly return left after allowing for the strategy's exposure to the S&P 500 (CAPM); a t-statistic below about 2 means it cannot be told apart from luck.

Insights

CompanyWeightHeld sinceReturn since
MSFT6.7%——
TSM6.0%——
V5.1%——
NVDA4.3%——
MA3.7%——
AMZN3.1%——
AAPL2.4%——
GE1.9%——
SCHW1.8%——
GOOGL1.5%——
AVGO1.4%——
EW1.4%——
ASML1.3%——
MRVL1.2%——
BKNG1.1%——
EFX1.1%——
DHR1.1%——
PGR1.0%——
KKR1.0%——
FERG0.9%——
SPOT0.9%——
AZO0.9%——
META0.9%——
ISRG0.9%——
CARR0.9%——
JPM0.8%——
WST0.8%——
MELI0.8%——
PANW0.8%——
UBER0.7%——
SNOW0.7%——
ANET0.7%——
DDOG0.7%——
CTAS0.6%——
HDB0.6%——
URI0.6%——
UNH0.6%——
CDNS0.6%——
AJG0.6%——
ABNB0.6%——
JNJ0.6%——
WCN0.5%——
KLAC0.5%——
MPWR0.5%——
ECL0.5%——
ALLE0.5%——
TKR0.5%——
COST0.5%——
IOT0.5%——
SHOP0.5%——
ABBV0.5%——
BAC0.4%——
INTU0.4%——
ELV0.4%——
ADI0.4%——
OII0.4%——
ARES0.4%——
MRK0.4%——
TJX0.3%——
PG0.3%——
LLY0.3%——
SU0.3%——
BTSG0.3%——
BX0.3%——
LOW0.3%——
CSCO0.3%——
MDLZ0.3%——
HQY0.3%——
AS0.2%——
ESTA0.2%——
ACGL0.2%——
SAP0.2%——
HD0.2%——
PB0.2%——
TLN0.2%——
CAT0.2%——
EHC0.2%——
LNTH0.2%——
USFD0.2%——
ILMN0.2%——
NPO0.2%——
AXP0.2%——
AIG0.2%——
TECH0.2%——
BRKR0.2%——
CCC0.2%——
APH0.2%——
CEG0.2%——
OPLN0.2%——
NOVT0.2%——
IBM0.2%——
ADSK0.2%——
ANDG0.2%——
ENTG0.2%——
SARO0.2%——
DELL0.2%——
COF0.2%——
FCNCA0.2%——
EXP0.2%——
NGVT0.1%——
TBBK0.1%——
AIT0.1%——
VMI0.1%——
PLXS0.1%——
ALGN0.1%——
GNRC0.1%——
C0.1%——
AMAT0.1%——
GH0.1%——
SLB0.1%——
ADM0.1%——
GLW0.1%——
LMRI0.1%——
CWST0.1%——
CW0.1%——
CWK0.1%——
CTS0.1%——
WSO0.1%——
HLT0.1%——
DT0.1%——
AAON0.1%——
SSD0.1%——
DOV0.1%——
WLY0.1%——
KO0.1%——
TROW0.1%——
OLED0.1%——
ST0.1%——
HEI0.1%——
MU0.1%——
AXON0.1%——
SPGI0.1%——
ODFL0.1%——
ONB0.1%——
IDXX0.1%——
GNL0.1%——
RTX0.1%——
ECVT0.1%——
SON0.1%——
MSA0.1%——
WSFS0.1%——
VMC0.1%——
LSCC0.1%——
AMP0.1%——
PEP0.1%——
FSV0.1%——
LIN0.1%——
GEV0.1%——
ADP0.1%——
VTOL0.1%——

Weighted by reported value in the latest 13F, held until the next filing.

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest16 Aug 2013 to 2 Nov 2026+14.7%+14.1%0.750.78−33.1%1.07−0.0% (−0.03)
2018 onwards5 Jan 2018 to 2 Nov 2026+13.8%+13.9%0.600.66−33.1%1.08−0.6% (−0.34)
Last three years3 Nov 2023 to 2 Nov 2026+16.9%+21.8%0.801.16−19.1%1.03−4.4% (−1.42)
Last year7 Nov 2025 to 2 Nov 2026+9.6%+14.2%0.470.84−13.1%0.90−3.0% (−0.41)
DateCompanyAction
21 Aug 2026VIKBought
21 Aug 2026VIAVBought
21 Aug 2026VECOBought
21 Aug 2026USARBought
21 Aug 2026UALBought
21 Aug 2026TXGBought
21 Aug 2026TWSTBought
21 Aug 2026TWLOBought
21 Aug 2026TVRDBought
21 Aug 2026TTMIBought
21 Aug 2026THCBought
21 Aug 2026TAPBought
21 Aug 2026STEBought
21 Aug 2026SPCXBought
21 Aug 2026SOFIBought
21 Aug 2026SMRBought
21 Aug 2026RRXBought
21 Aug 2026RIGBought
21 Aug 2026RACEBought
21 Aug 2026QNTBought
21 Aug 2026PPLBought
21 Aug 2026POOLBought
21 Aug 2026PLXSBought
21 Aug 2026OVVBought
21 Aug 2026OTFBought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026VIVSold
21 Aug 2026UMCSold
21 Aug 2026UBSSold
21 Aug 2026TTGTSold
21 Aug 2026TTDSold
21 Aug 2026TSNSold
21 Aug 2026TMESold
21 Aug 2026TEXSold
21 Aug 2026SWXSold
21 Aug 2026SGISold
21 Aug 2026SEDGSold
21 Aug 2026SCLSold
21 Aug 2026RUNSold
21 Aug 2026PIISold
21 Aug 2026PAASold
21 Aug 2026OSCRSold
21 Aug 2026ORASold
21 Aug 2026OPENSold
21 Aug 2026NXTSold
21 Aug 2026MYRGSold
21 Aug 2026MTZSold
21 Aug 2026MTNSold
21 Aug 2026MIRSold
21 Aug 2026LULUSold
21 Aug 2026KVYOSold

Dated at the rebalance that made the change.

Backtests are hypothetical and use today's listed companies only, which flatters results. Past performance does not predict future returns. This is research, not investment advice. How we backtest