+51.8%
FTNT vs ZM
+8.0%
+43.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -25.7% | -8.4% | -17.3% | -22.9% |
| 30D | -29.7% | -1.9% | -27.8% | -28.9% |
| 3M | -23.1% | -10.1% | -13.0% | -20.2% |
| 6M | +45.0% | -13.9% | +58.9% | +52.3% |
| YTD | +62.9% | +6.4% | +56.5% | +60.0% |
| 1Y | +51.8% | +9.6% | +42.3% | +47.4% |
| All | +51.8% | +8.0% | +43.8% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 1y: compounded portfolio wealth divided by compounded ZM 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…
1y analysis · Full analysis span regression · 6 months rolling