+104.5%
FTNT vs FIS
-37.2%
+141.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | -5.8% | +1.1% | -6.9% | -6.1% |
| 30D | -4.8% | -2.2% | -2.6% | -4.3% |
| 3M | +4.4% | +2.1% | +2.3% | +3.4% |
| 6M | +88.8% | -14.7% | +103.5% | +95.3% |
| YTD | +96.8% | -35.7% | +132.5% | +114.8% |
| 1Y | +104.5% | -37.1% | +141.5% | +124.6% |
| All | +104.5% | -37.2% | +141.7% | +124.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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