+153.0%
FTNT vs ZTS
-63.0%
+216.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | 0.0% |
| 7D | +1.7% | -3.8% | +5.5% | +3.0% |
| 30D | -4.3% | -2.0% | -2.2% | -3.9% |
| 3M | +13.6% | -10.2% | +23.8% | +17.1% |
| 6M | +87.6% | -39.4% | +127.0% | +119.9% |
| YTD | +98.0% | -40.8% | +138.8% | +134.3% |
| 1Y | +96.9% | -50.1% | +147.0% | +155.5% |
| 3Y | +145.4% | -58.9% | +204.3% | +243.9% |
| 5Y | +153.0% | -62.4% | +215.3% | +335.7% |
| All | +153.0% | -63.0% | +216.0% | +335.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling