+241.9%
AVGO vs FICO
-24.0%
+265.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +0.9% | -11.3% | -10.5% |
| 7D | -15.5% | -0.3% | -15.2% | -15.5% |
| 30D | -22.4% | +1.7% | -24.1% | -22.9% |
| 3M | -30.2% | -35.2% | +5.0% | -27.2% |
| 6M | -31.6% | -33.7% | +2.1% | -30.6% |
| YTD | -15.3% | -58.2% | +42.9% | -3.3% |
| 1Y | -18.2% | -56.6% | +38.4% | -8.1% |
| All | +241.9% | -24.0% | +265.9% | +160.5% |
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