+498.4%
ABBV vs FICO
+605.7%
-107.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -16.7% | +15.2% | +1.4% |
| 7D | +0.4% | -19.2% | +19.6% | +3.8% |
| 30D | +4.2% | -14.6% | +18.8% | +6.6% |
| 3M | +14.8% | -20.1% | +34.9% | +18.3% |
| 6M | +10.3% | -36.3% | +46.6% | +17.2% |
| YTD | +14.9% | -44.9% | +59.8% | +25.0% |
| 1Y | +24.1% | -38.6% | +62.8% | +31.0% |
| 3Y | +91.9% | +4.0% | +88.0% | +72.5% |
| 5Y | +176.0% | +99.5% | +76.5% | +101.6% |
| All | +498.4% | +605.7% | -107.4% | +153.6% |
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