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  • PFE vs FTNT✓SelectedUSD · FTNTPFE vs FTNT performance historyLatest closeAs of-0.04%09/09
Stock and ETF performance explorer

PFE vs FTNT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+35.2%
FTNT return
+2,069.7%
Excess return
-2,034.5%
Maximum drawdown
-59.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioFTNTExcessAlpha
1D0.0%-0.2%+0.1%0.0%
7D-4.3%+1.7%-6.0%-4.4%
30D+2.7%-4.3%+7.0%+3.0%
3M+10.0%+13.6%-3.6%+8.4%
6M+7.2%+87.6%-80.4%0.0%
YTD+17.3%+98.0%-80.7%+8.8%
1Y+20.3%+96.9%-76.6%+11.5%
3Y-1.6%+145.4%-147.0%-12.9%
5Y-21.4%+153.0%-174.3%-33.1%
10Y+35.2%+2,098.3%-2,063.0%-13.7%
All+35.2%+2,069.7%-2,034.5%-13.7%

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 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