+719.7%
BKNG vs FICO
+6,884.4%
-6,164.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.5% | -2.9% |
| 7D | +2.3% | +0.9% | +1.4% | +1.9% |
| 30D | -0.7% | +9.4% | -10.1% | -4.1% |
| 3M | -25.0% | -30.4% | +5.4% | -19.0% |
| 6M | -3.5% | -35.1% | +31.6% | +5.5% |
| YTD | -25.1% | -56.8% | +31.7% | -7.9% |
| 1Y | -19.0% | -58.4% | +39.4% | +0.7% |
| 3Y | +32.6% | -26.7% | +59.3% | +31.0% |
| 5Y | +58.6% | +88.0% | -29.4% | +11.2% |
| 10Y | +162.2% | +545.7% | -383.5% | +20.3% |
| All | +719.7% | +6,884.4% | -6,164.7% | +105.5% |
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