+2,300.3%
AVGO vs FICO
+544.0%
+1,756.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.7% | +6.1% | +7.9% |
| 7D | -0.9% | -0.1% | -0.8% | -0.8% |
| 30D | -11.6% | +8.4% | -20.0% | -15.1% |
| 3M | -25.2% | -30.5% | +5.3% | -18.9% |
| 6M | -25.4% | -35.7% | +10.3% | -19.5% |
| YTD | -7.2% | -57.2% | +50.0% | +16.1% |
| 1Y | -7.9% | -58.4% | +50.5% | +16.3% |
| 3Y | +262.1% | -24.8% | +286.9% | +213.7% |
| 5Y | +525.7% | +79.3% | +446.4% | +220.2% |
| 10Y | +2,300.3% | +531.6% | +1,768.7% | +453.9% |
| All | +2,300.3% | +544.0% | +1,756.4% | +453.9% |
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