+2,072.5%
FTNT vs ZBH
-16.2%
+2,088.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.1% |
| 7D | -0.1% | -4.7% | +4.5% | +1.4% |
| 30D | -3.0% | -4.5% | +1.5% | -1.7% |
| 3M | +7.6% | +7.6% | 0.0% | +4.2% |
| 6M | +87.0% | +0.3% | +86.7% | +84.4% |
| YTD | +96.5% | +4.5% | +92.0% | +90.4% |
| 1Y | +92.9% | -9.4% | +102.3% | +95.0% |
| 3Y | +139.8% | -21.5% | +161.3% | +148.9% |
| 5Y | +151.3% | -28.4% | +179.7% | +168.4% |
| All | +2,072.5% | -16.2% | +2,088.7% | +1,878.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 10y: compounded portfolio wealth divided by compounded ZBH 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…
10y analysis · Full analysis span regression · 6 months rolling