-59.7%
ADBE vs FICO
+99.8%
-159.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -16.7% | +9.9% | -0.3% |
| 7D | -8.6% | -19.2% | +10.6% | -1.2% |
| 30D | +2.8% | -14.6% | +17.4% | +8.7% |
| 3M | +3.1% | -20.1% | +23.2% | +11.4% |
| 6M | -2.4% | -36.3% | +33.9% | +13.0% |
| YTD | -23.9% | -44.9% | +21.0% | -7.0% |
| 1Y | -22.6% | -38.6% | +16.0% | -11.0% |
| 3Y | -52.7% | +4.0% | -56.7% | -61.6% |
| All | -59.7% | +99.8% | -159.5% | -76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling