+104.5%
FTNT vs STZ
-10.2%
+114.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | -0.2% |
| 7D | -5.8% | -1.9% | -3.9% | -6.3% |
| 30D | -4.8% | -1.9% | -2.9% | -5.0% |
| 3M | +4.4% | -6.2% | +10.7% | +3.4% |
| 6M | +88.8% | -14.0% | +102.8% | +83.0% |
| YTD | +96.8% | -5.1% | +101.9% | +85.1% |
| 1Y | +104.5% | -9.6% | +114.0% | +91.7% |
| All | +104.5% | -10.2% | +114.6% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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