+2,062.4%
AVGO vs FICO
+512.2%
+1,550.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -9.9% | -0.9% | -9.0% | -9.7% |
| 30D | -22.0% | +3.3% | -25.3% | -24.0% |
| 3M | -30.0% | -31.7% | +1.7% | -23.8% |
| 6M | -30.7% | -34.0% | +3.2% | -26.4% |
| YTD | -14.7% | -58.3% | +43.7% | +7.7% |
| 1Y | -16.8% | -57.9% | +41.1% | +4.0% |
| 3Y | +244.4% | -24.1% | +268.5% | +195.1% |
| 5Y | +474.0% | +85.3% | +388.7% | +185.8% |
| All | +2,062.4% | +512.2% | +1,550.2% | +419.8% |
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 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