-7.4%
ABT vs FTNT
+84.5%
-91.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.3% |
| 7D | -1.3% | +7.1% | -8.3% | -1.9% |
| 30D | +6.0% | -30.9% | +36.9% | +9.1% |
| 3M | -1.9% | -23.1% | +21.2% | -0.3% |
| 6M | +31.2% | +8.1% | +23.1% | +28.1% |
| YTD | -11.2% | +60.2% | -71.4% | -17.5% |
| 1Y | -14.0% | +57.0% | -71.0% | -19.9% |
| 3Y | +20.7% | +152.9% | -132.3% | +0.6% |
| All | -7.4% | +84.5% | -91.9% | -23.4% |
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