+162.8%
FTNT vs FISV
-53.5%
+216.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.4% | -7.2% | -3.3% |
| 7D | -0.1% | -2.7% | +2.5% | +0.5% |
| 30D | -3.0% | 0.0% | -3.0% | -3.1% |
| 3M | +7.6% | -2.8% | +10.4% | +7.6% |
| 6M | +87.0% | -11.8% | +98.8% | +91.8% |
| YTD | +96.5% | -23.2% | +119.7% | +109.5% |
| 1Y | +92.9% | -62.0% | +154.9% | +144.5% |
| 3Y | +139.8% | -57.6% | +197.5% | +152.7% |
| All | +162.8% | -53.5% | +216.3% | +141.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling