+513.6%
ABT vs FTNT
+9,093.5%
-8,579.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.7% | -5.8% | +2.2% | -2.9% |
| 30D | +2.5% | -4.8% | +7.3% | +3.0% |
| 3M | +20.2% | +4.4% | +15.8% | +18.8% |
| 6M | -2.9% | +88.8% | -91.7% | -12.7% |
| YTD | -11.9% | +96.8% | -108.7% | -21.4% |
| 1Y | -16.5% | +104.5% | -121.0% | -26.1% |
| 3Y | +12.1% | +156.8% | -144.6% | -7.3% |
| 5Y | -7.4% | +144.1% | -151.5% | -25.6% |
| 10Y | +210.7% | +2,021.8% | -1,811.1% | +76.9% |
| All | +513.6% | +9,093.5% | -8,579.9% | +199.2% |
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