+139.8%
FTNT vs AZN
+28.0%
+111.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | -0.1% | -1.6% | +1.4% | -0.1% |
| 30D | -3.0% | +1.1% | -4.0% | -3.1% |
| 3M | +7.6% | -12.1% | +19.7% | +8.2% |
| 6M | +87.0% | -17.1% | +104.1% | +89.0% |
| YTD | +96.5% | -12.0% | +108.5% | +96.2% |
| 1Y | +92.9% | -0.2% | +93.2% | +88.4% |
| 3Y | +139.8% | +26.8% | +113.1% | +121.1% |
| All | +139.8% | +28.0% | +111.8% | +121.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling