+2,111.2%
FTNT vs STZ
-10.3%
+2,121.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.8% | +0.5% |
| 7D | +1.6% | -4.1% | +5.7% | +2.6% |
| 30D | -1.9% | -7.6% | +5.7% | 0.0% |
| 3M | +14.4% | -12.3% | +26.7% | +17.8% |
| 6M | +88.7% | -16.3% | +105.0% | +95.2% |
| YTD | +100.0% | -8.4% | +108.4% | +99.1% |
| 1Y | +99.9% | -10.8% | +110.7% | +100.3% |
| 3Y | +147.9% | -49.0% | +196.9% | +193.3% |
| 5Y | +155.8% | -36.5% | +192.3% | +177.7% |
| All | +2,111.2% | -10.3% | +2,121.5% | +1,955.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling