+1,118.6%
ABBV vs FTNT
+3,596.5%
-2,477.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.7% | -3.1% |
| 7D | -4.3% | -2.7% | -1.6% | -4.0% |
| 30D | +1.1% | -1.4% | +2.5% | +1.1% |
| 3M | +12.3% | +10.1% | +2.2% | +10.6% |
| 6M | +9.8% | +88.2% | -78.4% | +0.8% |
| YTD | +11.5% | +98.3% | -86.8% | +1.5% |
| 1Y | +22.3% | +96.0% | -73.7% | +11.3% |
| 3Y | +85.2% | +145.8% | -60.6% | +59.0% |
| 5Y | +170.8% | +154.6% | +16.2% | +121.5% |
| 10Y | +485.4% | +2,063.6% | -1,578.2% | +219.2% |
| All | +1,118.6% | +3,596.5% | -2,477.9% | +503.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling