+1,644.6%
ASML vs FICO
+605.7%
+1,038.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -16.7% | +20.9% | +10.6% |
| 7D | +1.1% | -19.2% | +20.3% | +8.6% |
| 30D | +2.2% | -14.6% | +16.8% | +6.8% |
| 3M | -2.3% | -20.1% | +17.8% | +1.5% |
| 6M | +23.0% | -36.3% | +59.3% | +36.9% |
| YTD | +61.1% | -44.9% | +105.9% | +90.2% |
| 1Y | +129.1% | -38.6% | +167.7% | +150.1% |
| 3Y | +165.4% | +4.0% | +161.4% | +99.4% |
| 5Y | +109.5% | +99.5% | +9.9% | +4.2% |
| All | +1,644.6% | +605.7% | +1,038.8% | +296.1% |
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