+51.8%
FTNT vs FICO
-57.1%
+109.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.3% |
| 7D | -25.7% | +0.4% | -26.1% | -25.8% |
| 30D | -29.7% | +1.7% | -31.4% | -30.3% |
| 3M | -23.1% | -33.0% | +9.9% | -19.3% |
| 6M | +45.0% | -33.9% | +78.9% | +48.2% |
| YTD | +62.9% | -58.5% | +121.5% | +83.8% |
| 1Y | +51.8% | -56.4% | +108.2% | +71.3% |
| All | +51.8% | -57.1% | +109.0% | +71.3% |
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