+129.2%
ADBE vs FICO
+544.1%
-415.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -4.4% | +4.0% | -8.3% | -6.0% |
| 30D | -0.2% | -1.5% | +1.3% | -0.1% |
| 3M | -9.9% | -29.8% | +19.9% | +1.0% |
| 6M | -3.5% | -33.3% | +29.8% | +9.5% |
| YTD | -32.1% | -56.9% | +24.8% | -7.6% |
| 1Y | -28.7% | -59.5% | +30.8% | -0.1% |
| 3Y | -60.2% | -26.9% | -33.3% | -63.3% |
| 5Y | -63.1% | +92.9% | -156.0% | -81.4% |
| 10Y | +129.2% | +539.5% | -410.3% | -47.2% |
| All | +129.2% | +544.1% | -415.0% | -47.2% |
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