-11.6%
ABT vs FTNT
+153.6%
-165.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -1.9% |
| 7D | -5.0% | +1.6% | -6.6% | -5.1% |
| 30D | -5.8% | -1.9% | -3.9% | -5.8% |
| 3M | +16.7% | +14.4% | +2.4% | +14.6% |
| 6M | -5.2% | +88.7% | -93.9% | -12.4% |
| YTD | -16.0% | +100.0% | -116.0% | -23.0% |
| 1Y | -18.3% | +99.9% | -118.1% | -25.2% |
| 3Y | +9.2% | +147.9% | -138.7% | -6.3% |
| 5Y | -11.6% | +155.8% | -167.4% | -29.4% |
| All | -11.6% | +153.6% | -165.1% | -29.4% |
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