+145.8%
FTNT vs STZ
-50.3%
+196.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.4% | +0.4% |
| 7D | -2.7% | -7.4% | +4.7% | -3.2% |
| 30D | -1.4% | -10.9% | +9.5% | -2.0% |
| 3M | +10.1% | -13.4% | +23.5% | +9.3% |
| 6M | +88.2% | -16.2% | +104.4% | +86.2% |
| YTD | +98.3% | -10.4% | +108.7% | +94.2% |
| 1Y | +96.0% | -14.8% | +110.7% | +92.2% |
| 3Y | +145.8% | -50.1% | +195.9% | +145.3% |
| All | +145.8% | -50.3% | +196.1% | +145.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling