+9.3%
ABT vs FTNT
+142.5%
-133.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -4.7% | +1.7% | -6.5% | -4.8% |
| 30D | -3.1% | -4.3% | +1.1% | -3.1% |
| 3M | +16.1% | +13.6% | +2.5% | +15.6% |
| 6M | -5.3% | +87.6% | -92.9% | -6.9% |
| YTD | -14.4% | +98.0% | -112.4% | -16.0% |
| 1Y | -18.4% | +96.9% | -115.3% | -19.9% |
| All | +9.3% | +142.5% | -133.2% | +6.7% |
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