+181.0%
ABBV vs FTNT
+154.2%
+26.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +0.9% |
| 7D | -4.1% | +1.7% | -5.9% | -4.2% |
| 30D | +1.2% | -4.3% | +5.4% | +1.3% |
| 3M | +12.1% | +13.6% | -1.5% | +11.4% |
| 6M | +12.0% | +87.6% | -75.6% | +8.9% |
| YTD | +12.4% | +98.0% | -85.6% | +8.9% |
| 1Y | +22.9% | +96.9% | -74.0% | +19.1% |
| 3Y | +86.8% | +145.4% | -58.6% | +76.4% |
| 5Y | +181.0% | +153.0% | +28.0% | +159.2% |
| All | +181.0% | +154.2% | +26.8% | +159.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling