+278.5%
AVGO vs FICO
-27.8%
+306.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.4% | -5.2% | -4.8% |
| 7D | +18.2% | +2.2% | +15.9% | +17.9% |
| 30D | +0.2% | +0.1% | +0.1% | -0.1% |
| 3M | -16.8% | -35.2% | +18.4% | -13.1% |
| 6M | -16.5% | -32.4% | +15.9% | -15.5% |
| YTD | +0.8% | -57.4% | +58.2% | +14.7% |
| 1Y | +2.8% | -58.5% | +61.4% | +17.7% |
| 3Y | +278.5% | -28.9% | +307.4% | +207.6% |
| All | +278.5% | -27.8% | +306.4% | +207.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling