+141.6%
FTNT vs ZTS
-59.0%
+200.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | -0.2% |
| 7D | +1.7% | -3.8% | +5.5% | +1.5% |
| 30D | -4.3% | -2.0% | -2.2% | -4.4% |
| 3M | +13.6% | -10.2% | +23.8% | +13.1% |
| 6M | +87.6% | -39.4% | +127.0% | +88.1% |
| YTD | +98.0% | -40.8% | +138.8% | +99.2% |
| 1Y | +96.9% | -50.1% | +147.0% | +104.8% |
| All | +141.6% | -59.0% | +200.6% | +177.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling