+9,374.7%
FTNT vs AMGN
+952.5%
+8,422.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -10.1% | +10.8% | +4.1% |
| 7D | -2.7% | -10.3% | +7.6% | +0.6% |
| 30D | -1.4% | -3.8% | +2.4% | -0.6% |
| 3M | +10.1% | +14.4% | -4.3% | +4.1% |
| 6M | +88.2% | +7.8% | +80.4% | +80.9% |
| YTD | +98.3% | +22.6% | +75.7% | +81.3% |
| 1Y | +96.0% | +44.2% | +51.7% | +68.3% |
| 3Y | +145.8% | +65.8% | +80.0% | +90.4% |
| 5Y | +154.6% | +108.0% | +46.7% | +74.5% |
| 10Y | +2,063.6% | +209.9% | +1,853.8% | +1,111.9% |
| All | +9,374.7% | +952.5% | +8,422.2% | +2,853.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling