+9,303.7%
FTNT vs FIS
+138.4%
+9,165.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | -5.8% | +1.1% | -6.9% | -6.4% |
| 30D | -4.8% | -2.2% | -2.6% | -4.0% |
| 3M | +4.4% | +2.1% | +2.3% | +2.2% |
| 6M | +88.8% | -14.7% | +103.5% | +100.4% |
| YTD | +96.8% | -35.7% | +132.5% | +138.4% |
| 1Y | +104.5% | -37.1% | +141.5% | +149.3% |
| 3Y | +156.8% | -20.0% | +176.8% | +167.6% |
| 5Y | +144.1% | -62.1% | +206.2% | +261.0% |
| 10Y | +2,021.8% | -37.4% | +2,059.2% | +2,200.2% |
| All | +9,303.7% | +138.4% | +9,165.4% | +5,048.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling