+57.0%
FTNT vs ZTS
-29.2%
+86.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -1.4% |
| 7D | +7.1% | +5.6% | +1.5% | +9.0% |
| 30D | -30.9% | +12.1% | -43.0% | -27.3% |
| 3M | -23.1% | +11.3% | -34.4% | -19.2% |
| 6M | +8.1% | +14.3% | -6.2% | +15.5% |
| YTD | +60.2% | -31.9% | +92.1% | +43.7% |
| 1Y | +57.0% | -29.3% | +86.3% | +40.5% |
| All | +57.0% | -29.2% | +86.2% | +40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling