+85,040.9%
ASML vs FICO
+12,531.0%
+72,509.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.2% | -0.4% | -2.5% |
| 7D | -10.0% | +0.4% | -10.4% | -10.2% |
| 30D | -19.4% | +1.7% | -21.1% | -20.9% |
| 3M | -12.5% | -33.0% | +20.6% | -4.8% |
| 6M | +8.2% | -33.9% | +42.1% | +14.5% |
| YTD | +40.7% | -58.5% | +99.3% | +71.9% |
| 1Y | +46.1% | -56.4% | +102.5% | +74.3% |
| 3Y | +138.5% | -24.7% | +163.1% | +117.4% |
| 5Y | +84.2% | +83.1% | +1.1% | +16.0% |
| 10Y | +1,505.1% | +517.2% | +987.9% | +541.4% |
| All | +85,040.9% | +12,531.0% | +72,509.9% | +13,182.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling