+20.2%
VZ vs FTNT
+72.2%
-52.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.9% |
| 7D | +2.1% | -12.7% | +14.8% | +2.2% |
| 30D | +1.4% | -37.2% | +38.6% | +1.7% |
| 3M | -1.3% | -25.8% | +24.5% | -1.2% |
| 6M | -0.5% | +32.1% | -32.6% | -1.7% |
| YTD | +19.6% | +49.7% | -30.0% | +17.8% |
| 1Y | +22.4% | +47.6% | -25.2% | +20.5% |
| 3Y | +55.9% | +137.2% | -81.3% | +48.4% |
| All | +20.2% | +72.2% | -52.0% | +13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling