+691.7%
AVGO vs FICO
+99.8%
+591.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -16.7% | +16.9% | +4.2% |
| 7D | -3.0% | -19.2% | +16.2% | +1.6% |
| 30D | -14.4% | -14.6% | +0.2% | -11.9% |
| 3M | -14.4% | -20.1% | +5.7% | -12.1% |
| 6M | +13.1% | -36.3% | +49.5% | +22.9% |
| YTD | +3.8% | -44.9% | +48.6% | +18.1% |
| 1Y | +17.8% | -38.6% | +56.4% | +25.8% |
| 3Y | +325.3% | +4.0% | +321.3% | +254.1% |
| All | +691.7% | +99.8% | +591.9% | +420.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling