+108.6%
ASML vs FICO
+99.8%
+8.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -16.7% | +20.9% | +8.3% |
| 7D | +1.1% | -19.2% | +20.3% | +5.9% |
| 30D | +2.2% | -14.6% | +16.8% | +5.2% |
| 3M | -2.3% | -20.1% | +17.8% | 0.0% |
| 6M | +23.0% | -36.3% | +59.3% | +33.5% |
| YTD | +61.1% | -44.9% | +105.9% | +83.8% |
| 1Y | +129.1% | -38.6% | +167.7% | +144.8% |
| 3Y | +165.4% | +4.0% | +161.4% | +98.2% |
| All | +108.6% | +99.8% | +8.8% | +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