+197.1%
ABT vs FTNT
+2,095.7%
-1,898.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.1% |
| 7D | -5.9% | -0.1% | -5.7% | -5.9% |
| 30D | -8.1% | -3.0% | -5.1% | -7.9% |
| 3M | +14.5% | +7.6% | +6.9% | +12.4% |
| 6M | -6.3% | +87.0% | -93.2% | -17.1% |
| YTD | -17.1% | +96.5% | -113.7% | -27.6% |
| 1Y | -21.4% | +92.9% | -114.3% | -31.2% |
| 3Y | +5.9% | +139.8% | -133.9% | -15.0% |
| 5Y | -12.8% | +151.3% | -164.1% | -34.6% |
| All | +197.1% | +2,095.7% | -1,898.6% | +37.6% |
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