+349.4%
AZN vs FICO
+529.6%
-180.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.1% | +1.2% |
| 7D | +1.5% | -0.1% | +1.6% | +1.5% |
| 30D | +19.0% | +8.4% | +10.5% | +17.1% |
| 3M | +17.3% | -30.5% | +47.8% | +22.5% |
| 6M | +3.6% | -35.7% | +39.3% | +8.9% |
| YTD | +4.1% | -57.2% | +61.3% | +16.5% |
| 1Y | +13.1% | -58.4% | +71.5% | +27.2% |
| 3Y | +55.8% | -24.8% | +80.6% | +48.7% |
| 5Y | +66.5% | +79.3% | -12.8% | +24.4% |
| All | +349.4% | +529.6% | -180.1% | +145.3% |
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