+504.9%
ABBV vs FTNT
+2,095.7%
-1,590.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.0% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | +3.4% | -3.0% | +6.3% | +3.5% |
| 3M | +15.2% | +7.6% | +7.6% | +13.9% |
| 6M | +14.7% | +87.0% | -72.3% | +6.1% |
| YTD | +15.2% | +96.5% | -81.3% | +5.7% |
| 1Y | +20.4% | +92.9% | -72.6% | +10.5% |
| 3Y | +91.3% | +139.8% | -48.5% | +66.3% |
| 5Y | +189.6% | +151.3% | +38.2% | +138.6% |
| All | +504.9% | +2,095.7% | -1,590.8% | +244.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 10y: compounded portfolio wealth divided by compounded FTNT 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…
10y analysis · Full analysis span regression · 6 months rolling