+162.8%
FTNT vs ZM
-68.2%
+231.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -0.1% | -5.7% | +5.5% | +2.2% |
| 30D | -3.0% | -9.1% | +6.1% | +0.5% |
| 3M | +7.6% | +3.5% | +4.1% | +5.4% |
| 6M | +87.0% | +25.7% | +61.3% | +68.5% |
| YTD | +96.5% | +10.8% | +85.8% | +84.6% |
| 1Y | +92.9% | +12.8% | +80.2% | +79.1% |
| 3Y | +139.8% | +33.1% | +106.7% | +103.4% |
| All | +162.8% | -68.2% | +231.0% | +230.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling