+137.3%
ADBE vs FICO
+527.0%
-389.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.7% |
| 7D | +1.6% | +2.2% | -0.6% | +0.6% |
| 30D | +1.0% | +0.1% | +0.9% | +0.5% |
| 3M | -10.1% | -35.2% | +25.0% | +4.5% |
| 6M | +3.0% | -32.4% | +35.3% | +16.0% |
| YTD | -30.5% | -57.4% | +26.9% | -4.9% |
| 1Y | -27.1% | -58.5% | +31.4% | +0.9% |
| 3Y | -58.8% | -28.9% | -30.0% | -61.5% |
| 5Y | -63.0% | +91.7% | -154.7% | -81.3% |
| All | +137.3% | +527.0% | -389.7% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling