+248.5%
PFE vs FTNT
+7,168.8%
-6,920.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.4% |
| 7D | -0.7% | -3.5% | +2.8% | -0.4% |
| 30D | +5.3% | -36.5% | +41.9% | +9.6% |
| 3M | +10.1% | -24.7% | +34.9% | +12.4% |
| 6M | +18.0% | +8.3% | +9.7% | +15.7% |
| YTD | +25.8% | +55.6% | -29.8% | +18.2% |
| 1Y | +28.4% | +50.2% | -21.7% | +21.0% |
| 3Y | +20.9% | +143.2% | -122.2% | +5.7% |
| 5Y | -21.5% | +85.5% | -107.0% | -31.2% |
| 10Y | +46.2% | +1,868.3% | -1,822.1% | -6.8% |
| All | +248.5% | +7,168.8% | -6,920.3% | +67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling