+89.8%
FTNT vs FIS
-71.2%
+161.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.2% | -6.0% | -3.1% |
| 7D | +7.1% | +2.8% | +4.2% | +5.9% |
| 30D | -30.9% | -16.7% | -14.2% | -28.8% |
| 3M | -23.1% | -32.3% | +9.2% | -14.7% |
| 6M | +8.1% | -29.1% | +37.2% | +16.8% |
| YTD | +60.2% | -54.1% | +114.3% | +105.2% |
| 1Y | +57.0% | -53.7% | +110.7% | +100.2% |
| 3Y | +152.9% | -38.8% | +191.8% | +175.1% |
| All | +89.8% | -71.2% | +161.0% | +186.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling