+104.5%
FTNT vs FICO
-39.1%
+143.5%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -16.7% | +16.6% | +2.7% |
| 7D | -5.8% | -19.2% | +13.3% | -2.7% |
| 30D | -4.8% | -14.6% | +9.8% | -2.6% |
| 3M | +4.4% | -20.1% | +24.5% | +6.7% |
| 6M | +88.8% | -36.3% | +125.1% | +97.6% |
| YTD | +96.8% | -44.9% | +141.7% | +108.2% |
| 1Y | +104.5% | -38.6% | +143.1% | +114.4% |
| All | +104.5% | -39.1% | +143.5% | +114.4% |
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