+35.2%
PFE vs FTNT
+2,069.7%
-2,034.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -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