-57.7%
ADBE vs FICO
-24.3%
-33.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | -4.4% | -0.9% | -3.4% | -4.2% |
| 30D | +2.8% | +3.3% | -0.5% | +1.5% |
| 3M | -8.0% | -31.7% | +23.7% | +0.1% |
| 6M | -4.3% | -34.0% | +29.6% | +5.1% |
| YTD | -31.6% | -58.3% | +26.7% | -16.5% |
| 1Y | -26.9% | -57.9% | +31.0% | -11.0% |
| 3Y | -57.7% | -24.1% | -33.6% | -63.0% |
| All | -57.7% | -24.3% | -33.4% | -63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling