+51.8%
FTNT vs STZ
+14.7%
+37.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.3% | -4.3% | +2.5% |
| 7D | -25.7% | +13.0% | -38.7% | -22.9% |
| 30D | -29.7% | +29.4% | -59.2% | -24.6% |
| 3M | -23.1% | +11.6% | -34.7% | -20.5% |
| 6M | +45.0% | -0.2% | +45.2% | +45.3% |
| YTD | +62.9% | +8.6% | +54.4% | +57.2% |
| 1Y | +51.8% | +15.9% | +35.9% | +37.6% |
| All | +51.8% | +14.7% | +37.1% | +37.6% |
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