-22.2%
PFE vs FTNT
+151.5%
-173.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.4% |
| 7D | -2.7% | -2.7% | 0.0% | -2.5% |
| 30D | +3.8% | -1.4% | +5.2% | +3.9% |
| 3M | +10.4% | +10.1% | +0.3% | +9.6% |
| 6M | +6.3% | +88.2% | -81.9% | +1.8% |
| YTD | +17.4% | +98.3% | -80.9% | +11.9% |
| 1Y | +21.1% | +96.0% | -74.8% | +15.6% |
| 3Y | -1.6% | +145.8% | -147.4% | -8.9% |
| 5Y | -22.2% | +154.6% | -176.8% | -31.8% |
| All | -22.2% | +151.5% | -173.7% | -31.8% |
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