+20,638.2%
ADBE vs FICO
+78,963.7%
-58,325.5%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | -0.7% | -0.3% | -0.4% | -0.6% |
| 30D | +3.5% | +1.7% | +1.8% | +2.6% |
| 3M | -5.0% | -35.2% | +30.2% | +3.5% |
| 6M | -3.6% | -33.7% | +30.1% | +4.1% |
| YTD | -29.6% | -58.2% | +28.6% | -15.8% |
| 1Y | -26.6% | -56.6% | +30.0% | -13.0% |
| 3Y | -56.3% | -24.0% | -32.3% | -56.3% |
| 5Y | -62.8% | +86.1% | -148.9% | -70.3% |
| 10Y | +132.1% | +522.8% | -390.8% | +45.3% |
| All | +20,638.2% | +78,963.7% | -58,325.5% | +8,327.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling