+92.9%
FTNT vs FISV
-61.2%
+154.1%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.4% | -7.2% | -2.4% |
| 7D | -0.1% | -2.7% | +2.5% | +0.2% |
| 30D | -3.0% | 0.0% | -3.0% | -3.0% |
| 3M | +7.6% | -2.8% | +10.4% | +7.8% |
| 6M | +87.0% | -11.8% | +98.8% | +89.1% |
| YTD | +96.5% | -23.2% | +119.7% | +100.8% |
| 1Y | +92.9% | -62.0% | +154.9% | +94.8% |
| All | +92.9% | -61.2% | +154.1% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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