+104.5%
FTNT vs AMGN
+57.8%
+46.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.5% | -0.1% |
| 7D | -5.8% | +1.1% | -7.0% | -5.8% |
| 30D | -4.8% | +7.8% | -12.6% | -4.8% |
| 3M | +4.4% | +27.3% | -22.8% | +3.6% |
| 6M | +88.8% | +16.8% | +71.9% | +91.4% |
| YTD | +96.8% | +36.3% | +60.5% | +89.4% |
| 1Y | +104.5% | +60.4% | +44.0% | +84.4% |
| All | +104.5% | +57.8% | +46.7% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 1y: compounded portfolio wealth divided by compounded AMGN 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…
1y analysis · Full analysis span regression · 6 months rolling