+67.7%
ASML vs FICO
+84.1%
-16.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.9% | -10.2% | -9.5% |
| 7D | -19.0% | -0.3% | -18.8% | -19.0% |
| 30D | -25.9% | +1.7% | -27.7% | -26.7% |
| 3M | -19.1% | -35.2% | +16.1% | -13.5% |
| 6M | -5.7% | -33.7% | +27.9% | -3.4% |
| YTD | +27.6% | -58.2% | +85.7% | +51.0% |
| 1Y | +30.8% | -56.6% | +87.4% | +51.8% |
| 3Y | +116.2% | -24.0% | +140.2% | +71.6% |
| 5Y | +67.7% | +86.1% | -18.4% | -15.6% |
| All | +67.7% | +84.1% | -16.4% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling