+218.2%
AZN vs FICO
+607.5%
-389.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | -1.5% | -15.4% | +13.9% | +1.1% |
| 30D | -0.9% | -10.4% | +9.5% | +0.6% |
| 3M | -11.8% | -22.7% | +10.8% | -8.6% |
| 6M | -17.6% | -36.8% | +19.2% | -12.3% |
| YTD | -12.0% | -44.8% | +32.7% | -4.2% |
| 1Y | -0.9% | -39.3% | +38.5% | +5.3% |
| 3Y | +23.7% | +3.7% | +19.9% | +12.4% |
| 5Y | +54.5% | +101.7% | -47.2% | +15.6% |
| 10Y | +218.2% | +602.8% | -384.6% | +70.1% |
| All | +218.2% | +607.5% | -389.4% | +70.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling