-29.2%
ADBE vs FICO
-60.3%
+31.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.8% |
| 7D | -3.2% | +1.4% | -4.6% | -3.6% |
| 30D | +1.0% | -0.8% | +1.7% | +0.9% |
| 3M | -7.8% | -31.3% | +23.5% | +1.9% |
| 6M | -1.0% | -33.9% | +33.0% | +11.3% |
| YTD | -31.8% | -57.6% | +25.7% | -10.6% |
| 1Y | -29.2% | -59.7% | +30.4% | -5.1% |
| All | -29.2% | -60.3% | +31.0% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling