+155.8%
FTNT vs ZBH
-31.2%
+187.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.5% |
| 7D | +1.6% | -6.6% | +8.1% | +3.1% |
| 30D | -1.9% | -4.9% | +3.0% | -0.9% |
| 3M | +14.4% | +5.1% | +9.3% | +12.4% |
| 6M | +88.7% | +1.3% | +87.3% | +86.4% |
| YTD | +100.0% | +3.4% | +96.7% | +96.1% |
| 1Y | +99.9% | -8.7% | +108.5% | +101.4% |
| 3Y | +147.9% | -21.2% | +169.1% | +160.9% |
| 5Y | +155.8% | -29.2% | +185.0% | +156.4% |
| All | +155.8% | -31.2% | +187.0% | +156.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling