+57.4%
VZ vs FTNT
+152.2%
-94.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.5% |
| 7D | +1.5% | +7.1% | -5.6% | +1.7% |
| 30D | +4.4% | -30.9% | +35.2% | +3.0% |
| 3M | -2.4% | -23.1% | +20.7% | -3.3% |
| 6M | +1.4% | +8.1% | -6.7% | +1.4% |
| YTD | +21.4% | +60.2% | -38.8% | +22.7% |
| 1Y | +20.3% | +57.0% | -36.7% | +21.6% |
| 3Y | +57.4% | +152.9% | -95.5% | +65.9% |
| All | +57.4% | +152.2% | -94.8% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling