+48.8%
FTNT vs FICO
-58.5%
+107.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.7% | +0.3% | +2.8% |
| 7D | -3.0% | -0.1% | -2.9% | -3.0% |
| 30D | -37.1% | +8.4% | -45.5% | -38.1% |
| 3M | -23.3% | -30.5% | +7.2% | -19.6% |
| 6M | +7.4% | -35.7% | +43.1% | +11.3% |
| YTD | +54.2% | -57.2% | +111.4% | +78.3% |
| All | +48.8% | -58.5% | +107.4% | +74.9% |
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 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