+7,050.4%
FTNT vs FICO
+3,731.4%
+3,319.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.8% |
| 7D | -12.7% | -0.9% | -11.7% | -12.4% |
| 30D | -37.2% | +3.3% | -40.6% | -39.2% |
| 3M | -25.8% | -31.7% | +5.9% | -17.8% |
| 6M | +32.1% | -34.0% | +66.1% | +44.5% |
| YTD | +49.7% | -58.3% | +108.0% | +97.1% |
| 1Y | +47.6% | -57.9% | +105.5% | +93.2% |
| 3Y | +137.2% | -24.1% | +161.3% | +116.1% |
| 5Y | +74.2% | +85.3% | -11.2% | -2.3% |
| 10Y | +1,824.2% | +520.3% | +1,303.9% | +497.5% |
| All | +7,050.4% | +3,731.4% | +3,319.0% | +830.3% |
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 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