+141.6%
FTNT vs FIS
-26.4%
+168.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.3% | +0.7% |
| 7D | +1.7% | -9.1% | +10.8% | +4.1% |
| 30D | -4.3% | -10.4% | +6.2% | -1.7% |
| 3M | +13.6% | -3.7% | +17.3% | +13.7% |
| 6M | +87.6% | -24.8% | +112.4% | +101.0% |
| YTD | +98.0% | -41.6% | +139.6% | +127.1% |
| 1Y | +96.9% | -42.7% | +139.7% | +126.9% |
| All | +141.6% | -26.4% | +168.1% | +153.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling