+48.8%
PFE vs FTNT
+1,887.8%
-1,839.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.4% |
| 7D | -1.7% | +7.1% | -8.8% | -2.3% |
| 30D | +0.3% | -30.9% | +31.2% | +3.2% |
| 3M | +9.4% | -23.1% | +32.5% | +11.2% |
| 6M | +14.9% | +8.1% | +6.8% | +12.7% |
| YTD | +23.8% | +60.2% | -36.4% | +16.2% |
| 1Y | +19.5% | +57.0% | -37.5% | +12.4% |
| 3Y | +21.0% | +152.9% | -131.9% | +5.3% |
| 5Y | -23.9% | +85.9% | -109.8% | -33.4% |
| All | +48.8% | +1,887.8% | -1,839.0% | -8.1% |
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