-20.2%
PFE vs FTNT
+74.0%
-94.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -0.7% |
| 7D | -4.7% | -3.0% | -1.7% | -4.6% |
| 30D | +3.4% | -37.1% | +40.5% | +5.2% |
| 3M | +9.2% | -23.3% | +32.5% | +10.0% |
| 6M | +15.8% | +7.4% | +8.5% | +14.3% |
| YTD | +23.4% | +54.2% | -30.8% | +18.9% |
| 1Y | +25.8% | +49.7% | -23.9% | +21.4% |
| 3Y | +17.8% | +146.6% | -128.7% | +7.9% |
| 5Y | -20.2% | +75.4% | -95.6% | -27.7% |
| All | -20.2% | +74.0% | -94.2% | -27.7% |
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 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