-1.2%
AVGO vs FICO
-58.5%
+57.3%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.0% |
| 7D | +6.1% | +4.0% | +2.1% | +6.5% |
| 30D | -2.7% | -1.5% | -1.2% | -2.7% |
| 3M | -16.9% | -29.8% | +12.9% | -18.7% |
| 6M | -19.1% | -33.3% | +14.1% | -22.0% |
| YTD | +0.3% | -56.9% | +57.2% | -0.3% |
| 1Y | -1.2% | -59.5% | +58.3% | -1.7% |
| All | -1.2% | -58.5% | +57.3% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling