+36.3%
BMY vs FICO
-24.0%
+60.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.7% |
| 7D | +2.8% | -0.3% | +3.1% | +2.8% |
| 30D | +5.9% | +1.7% | +4.2% | +5.9% |
| 3M | -0.8% | -35.2% | +34.4% | +0.4% |
| 6M | +12.1% | -33.7% | +45.8% | +13.0% |
| YTD | +21.0% | -58.2% | +79.1% | +22.8% |
| 1Y | +40.4% | -56.6% | +97.0% | +42.5% |
| All | +36.3% | -24.0% | +60.3% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling