+92.9%
FTNT vs AMGN
+39.2%
+53.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.4% | -1.8% |
| 7D | -0.1% | -13.7% | +13.6% | -0.6% |
| 30D | -3.0% | -8.8% | +5.8% | -3.4% |
| 3M | +7.6% | +7.2% | +0.4% | +6.7% |
| 6M | +87.0% | +1.3% | +85.7% | +88.6% |
| YTD | +96.5% | +17.6% | +78.9% | +88.5% |
| 1Y | +92.9% | +37.2% | +55.8% | +74.4% |
| All | +92.9% | +39.2% | +53.7% | +74.4% |
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