+70.0%
AZN vs FICO
+91.4%
-21.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -1.1% | +2.2% | -3.3% | -1.3% |
| 30D | +13.8% | +0.1% | +13.8% | +13.7% |
| 3M | +17.3% | -35.2% | +52.5% | +21.5% |
| 6M | -1.7% | -32.4% | +30.6% | +1.0% |
| YTD | +1.4% | -57.4% | +58.8% | +9.0% |
| 1Y | +5.2% | -58.5% | +63.7% | +13.4% |
| 3Y | +52.6% | -28.9% | +81.5% | +49.2% |
| All | +70.0% | +91.4% | -21.4% | +34.2% |
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