+148.8%
FTNT vs FICO
+99.8%
+49.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -16.7% | +16.6% | +5.9% |
| 7D | -5.8% | -19.2% | +13.3% | +0.9% |
| 30D | -4.8% | -14.6% | +9.8% | -0.2% |
| 3M | +4.4% | -20.1% | +24.5% | +9.8% |
| 6M | +88.8% | -36.3% | +125.1% | +113.5% |
| YTD | +96.8% | -44.9% | +141.7% | +135.3% |
| 1Y | +104.5% | -38.6% | +143.1% | +128.8% |
| 3Y | +156.8% | +4.0% | +152.8% | +106.4% |
| All | +148.8% | +99.8% | +49.0% | +54.3% |
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 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