+5,461.4%
AZN vs FICO
+31,477.6%
-26,016.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -0.1% | -0.9% | +0.8% | 0.0% |
| 30D | +16.4% | +3.3% | +13.1% | +15.5% |
| 3M | +15.7% | -31.7% | +47.5% | +20.3% |
| 6M | +0.8% | -34.0% | +34.8% | +4.7% |
| YTD | +2.5% | -58.3% | +60.8% | +12.5% |
| 1Y | +12.4% | -57.9% | +70.4% | +23.2% |
| 3Y | +53.4% | -24.1% | +77.5% | +50.7% |
| 5Y | +62.8% | +85.3% | -22.5% | +37.4% |
| 10Y | +342.7% | +520.3% | -177.6% | +210.7% |
| All | +5,461.4% | +31,477.6% | -26,016.2% | +2,958.9% |
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