+23.3%
VZ vs FTNT
+48.8%
-25.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.2% | +1.0% |
| 7D | +2.2% | -3.0% | +5.2% | +2.1% |
| 30D | +10.6% | -37.1% | +47.7% | +7.6% |
| 3M | -0.6% | -23.3% | +22.7% | -2.3% |
| 6M | +0.7% | +7.4% | -6.6% | +0.4% |
| YTD | +20.6% | +54.2% | -33.6% | +21.4% |
| All | +23.3% | +48.8% | -25.5% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 FTNT 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