+2,072.5%
FTNT vs AMGN
+206.2%
+1,866.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.4% | -1.4% |
| 7D | -0.1% | -13.7% | +13.6% | +3.7% |
| 30D | -3.0% | -8.8% | +5.8% | -0.9% |
| 3M | +7.6% | +7.2% | +0.4% | +4.5% |
| 6M | +87.0% | +1.3% | +85.7% | +84.2% |
| YTD | +96.5% | +17.6% | +78.9% | +84.1% |
| 1Y | +92.9% | +37.2% | +55.8% | +71.6% |
| 3Y | +139.8% | +57.7% | +82.1% | +93.0% |
| 5Y | +151.3% | +106.3% | +45.1% | +74.6% |
| All | +2,072.5% | +206.2% | +1,866.3% | +1,173.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling