+89.8%
FTNT vs ZTS
-58.9%
+148.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.1% |
| 7D | +7.1% | +5.6% | +1.5% | +5.4% |
| 30D | -30.9% | +12.1% | -43.0% | -33.5% |
| 3M | -23.1% | +11.3% | -34.4% | -26.0% |
| 6M | +8.1% | +14.3% | -6.2% | +2.4% |
| YTD | +60.2% | -31.9% | +92.1% | +79.8% |
| 1Y | +57.0% | -29.3% | +86.3% | +71.9% |
| 3Y | +152.9% | -48.0% | +201.0% | +208.0% |
| All | +89.8% | -58.9% | +148.7% | +209.3% |
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