+51.8%
FTNT vs AZN
+18.4%
+33.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | +1.7% |
| 7D | -25.7% | +11.5% | -37.2% | -23.2% |
| 30D | -29.7% | +20.8% | -50.5% | -26.2% |
| 3M | -23.1% | +21.5% | -44.6% | -19.1% |
| 6M | +45.0% | +3.0% | +42.0% | +47.6% |
| YTD | +62.9% | +3.9% | +59.1% | +64.3% |
| 1Y | +51.8% | +16.4% | +35.4% | +56.7% |
| All | +51.8% | +18.4% | +33.4% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AZN.
Daily Out/Under-Performance
Portfolio return minus AZN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZN 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 AZN 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