+162.8%
FTNT vs AMGN
+103.1%
+59.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.4% | -1.7% |
| 7D | -0.1% | -13.7% | +13.6% | +0.1% |
| 30D | -3.0% | -8.8% | +5.8% | -2.9% |
| 3M | +7.6% | +7.2% | +0.4% | +7.0% |
| 6M | +87.0% | +1.3% | +85.7% | +86.8% |
| YTD | +96.5% | +17.6% | +78.9% | +94.0% |
| 1Y | +92.9% | +37.2% | +55.8% | +88.7% |
| 3Y | +139.8% | +57.7% | +82.1% | +124.8% |
| All | +162.8% | +103.1% | +59.7% | +138.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling