+1,910.4%
FTNT vs ZTS
+80.8%
+1,829.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.2% |
| 7D | +7.1% | +5.6% | +1.5% | +4.6% |
| 30D | -30.9% | +12.1% | -43.0% | -34.7% |
| 3M | -23.1% | +11.3% | -34.4% | -27.5% |
| 6M | +8.1% | +14.3% | -6.2% | -0.2% |
| YTD | +60.2% | -31.9% | +92.1% | +82.8% |
| 1Y | +57.0% | -29.3% | +86.3% | +74.5% |
| 3Y | +152.9% | -48.0% | +201.0% | +218.8% |
| 5Y | +85.9% | -58.9% | +144.8% | +177.0% |
| All | +1,910.4% | +80.8% | +1,829.6% | +1,226.1% |
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