+99.9%
FTNT vs FIS
-41.7%
+141.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.1% | +0.8% |
| 7D | +1.6% | -8.9% | +10.5% | +3.5% |
| 30D | -1.9% | -9.9% | +8.0% | +0.2% |
| 3M | +14.4% | 0.0% | +14.4% | +12.9% |
| 6M | +88.7% | -22.9% | +111.6% | +99.1% |
| YTD | +100.0% | -40.9% | +140.9% | +121.3% |
| 1Y | +99.9% | -40.4% | +140.3% | +123.1% |
| All | +99.9% | -41.7% | +141.6% | +123.1% |
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