+25,618.8%
AVGO vs FICO
+3,442.7%
+22,176.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +0.9% | -11.3% | -10.8% |
| 7D | -15.5% | -0.3% | -15.2% | -15.5% |
| 30D | -22.4% | +1.7% | -24.1% | -24.1% |
| 3M | -30.2% | -35.2% | +5.0% | -22.3% |
| 6M | -31.6% | -33.7% | +2.1% | -27.1% |
| YTD | -15.3% | -58.2% | +42.9% | +6.3% |
| 1Y | -18.2% | -56.6% | +38.4% | +0.5% |
| 3Y | +241.2% | -24.0% | +265.1% | +203.3% |
| 5Y | +469.8% | +86.1% | +383.7% | +214.7% |
| 10Y | +2,106.2% | +522.8% | +1,583.4% | +597.2% |
| All | +25,618.8% | +3,442.7% | +22,176.1% | +3,926.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling