+2,072.5%
FTNT vs AZN
+223.4%
+1,849.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | -0.1% | -1.6% | +1.4% | +0.3% |
| 30D | -3.0% | +1.1% | -4.0% | -3.4% |
| 3M | +7.6% | -12.1% | +19.7% | +11.0% |
| 6M | +87.0% | -17.1% | +104.1% | +95.7% |
| YTD | +96.5% | -12.0% | +108.5% | +100.8% |
| 1Y | +92.9% | -0.2% | +93.2% | +87.6% |
| 3Y | +139.8% | +26.8% | +113.1% | +108.9% |
| 5Y | +151.3% | +56.9% | +94.4% | +97.7% |
| All | +2,072.5% | +223.4% | +1,849.0% | +1,241.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling