+7,607.6%
FTNT vs FICO
+3,863.5%
+3,744.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.8% |
| 7D | -1.0% | +4.0% | -5.0% | -2.6% |
| 30D | -33.6% | -1.5% | -32.1% | -34.0% |
| 3M | -20.9% | -29.8% | +8.9% | -13.4% |
| 6M | +11.0% | -33.3% | +44.2% | +20.6% |
| YTD | +61.3% | -56.9% | +118.2% | +109.6% |
| 1Y | +53.1% | -59.5% | +112.6% | +104.5% |
| 3Y | +152.1% | -26.9% | +178.9% | +135.0% |
| 5Y | +90.1% | +92.9% | -2.8% | +4.9% |
| 10Y | +1,910.4% | +539.5% | +1,370.9% | +516.8% |
| All | +7,607.6% | +3,863.5% | +3,744.1% | +889.1% |
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