+643.2%
ABBV vs FICO
+512.2%
+131.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | -1.2% | -0.9% | -0.3% | -1.1% |
| 30D | +8.0% | +3.3% | +4.7% | +7.0% |
| 3M | +20.2% | -31.7% | +51.9% | +25.8% |
| 6M | +44.0% | -34.0% | +77.9% | +50.5% |
| YTD | +31.3% | -58.3% | +89.6% | +47.5% |
| 1Y | +37.0% | -57.9% | +94.9% | +53.4% |
| 3Y | +128.0% | -24.1% | +152.0% | +114.0% |
| 5Y | +196.9% | +85.3% | +111.6% | +109.8% |
| All | +643.2% | +512.2% | +131.0% | +224.6% |
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