+135.1%
ABBV vs FTNT
+152.2%
-17.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.2% |
| 7D | +1.3% | +7.1% | -5.8% | +1.4% |
| 30D | +4.7% | -30.9% | +35.6% | +4.2% |
| 3M | +18.3% | -23.1% | +41.5% | +17.9% |
| 6M | +43.4% | +8.1% | +35.3% | +42.8% |
| YTD | +33.0% | +60.2% | -27.2% | +31.9% |
| 1Y | +30.8% | +57.0% | -26.2% | +29.8% |
| 3Y | +135.1% | +152.9% | -17.8% | +135.9% |
| All | +135.1% | +152.2% | -17.1% | +135.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling