+764.5%
FTNT vs ZM
+48.4%
+716.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.8% | +5.6% | +2.0% |
| 7D | -2.7% | +1.6% | -4.3% | -3.2% |
| 30D | -1.4% | -7.7% | +6.4% | +0.5% |
| 3M | +10.1% | -4.7% | +14.7% | +11.0% |
| 6M | +88.2% | +24.4% | +63.8% | +77.4% |
| YTD | +98.3% | +11.8% | +86.5% | +90.9% |
| 1Y | +96.0% | +13.4% | +82.6% | +87.6% |
| 3Y | +145.8% | +33.8% | +111.9% | +123.9% |
| 5Y | +154.6% | -67.2% | +221.8% | +184.3% |
| All | +764.5% | +48.4% | +716.1% | +660.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling