+7,607.6%
FTNT vs STZ
+906.9%
+6,700.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.6% | +3.9% |
| 7D | -1.0% | -0.9% | -0.1% | -0.8% |
| 30D | -33.6% | +14.9% | -48.5% | -36.1% |
| 3M | -20.9% | +8.4% | -29.3% | -22.9% |
| 6M | +11.0% | +2.8% | +8.2% | +9.2% |
| YTD | +61.3% | +7.5% | +53.8% | +54.3% |
| 1Y | +53.1% | +12.5% | +40.6% | +44.4% |
| 3Y | +152.1% | -35.4% | +187.5% | +172.8% |
| 5Y | +90.1% | -29.3% | +119.4% | +100.0% |
| 10Y | +1,910.4% | +11.8% | +1,898.6% | +1,698.2% |
| All | +7,607.6% | +906.9% | +6,700.7% | +3,338.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling