+604.1%
ABBV vs FICO
+527.0%
+77.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +1.3% | +2.2% | -0.9% | +0.9% |
| 30D | +4.7% | +0.1% | +4.6% | +4.4% |
| 3M | +18.3% | -35.2% | +53.5% | +25.1% |
| 6M | +43.4% | -32.4% | +75.7% | +49.4% |
| YTD | +33.0% | -57.4% | +90.4% | +48.9% |
| 1Y | +30.8% | -58.5% | +89.4% | +47.1% |
| 3Y | +135.1% | -28.9% | +164.0% | +124.6% |
| 5Y | +201.2% | +91.7% | +109.5% | +111.3% |
| All | +604.1% | +527.0% | +77.1% | +194.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling