+2,111.2%
FTNT vs ZTS
+58.5%
+2,052.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.7% | +1.3% |
| 7D | +1.6% | -4.5% | +6.1% | +3.6% |
| 30D | -1.9% | -3.3% | +1.4% | -0.8% |
| 3M | +14.4% | -9.7% | +24.1% | +18.6% |
| 6M | +88.7% | -38.8% | +127.5% | +126.6% |
| YTD | +100.0% | -41.2% | +141.2% | +144.8% |
| 1Y | +99.9% | -50.3% | +150.2% | +167.4% |
| 3Y | +147.9% | -59.1% | +207.1% | +256.7% |
| 5Y | +155.8% | -62.8% | +218.6% | +295.9% |
| All | +2,111.2% | +58.5% | +2,052.7% | +1,704.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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