+104.5%
FTNT vs AZN
+0.4%
+104.1%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | -0.3% |
| 7D | -5.8% | 0.0% | -5.8% | -5.9% |
| 30D | -4.8% | +0.7% | -5.5% | -4.7% |
| 3M | +4.4% | -10.5% | +14.9% | +2.9% |
| 6M | +88.8% | -19.3% | +108.0% | +86.0% |
| YTD | +96.8% | -10.6% | +107.4% | +92.5% |
| 1Y | +104.5% | +0.5% | +103.9% | +101.8% |
| All | +104.5% | +0.4% | +104.1% | +101.8% |
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