+125.6%
ABBV vs FICO
-24.0%
+149.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.3% |
| 7D | -0.9% | -0.3% | -0.6% | -0.9% |
| 30D | +8.7% | +1.7% | +7.0% | +8.5% |
| 3M | +17.8% | -35.2% | +53.0% | +20.1% |
| 6M | +41.7% | -33.7% | +75.4% | +44.4% |
| YTD | +29.9% | -58.2% | +88.1% | +34.8% |
| 1Y | +37.0% | -56.6% | +93.5% | +41.8% |
| All | +125.6% | -24.0% | +149.5% | +125.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling