-28.0%
ADBE vs FICO
-58.1%
+30.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.2% | -0.5% |
| 7D | -3.8% | +0.9% | -4.7% | -4.1% |
| 30D | -2.3% | +9.4% | -11.7% | -4.9% |
| 3M | -13.3% | -30.4% | +17.1% | -4.4% |
| 6M | -6.5% | -35.1% | +28.7% | +5.6% |
| YTD | -32.4% | -56.8% | +24.4% | -11.7% |
| 1Y | -28.0% | -58.4% | +30.4% | -4.6% |
| All | -28.0% | -58.1% | +30.1% | -4.6% |
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