+34.2%
BMY vs FICO
-24.3%
+58.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | -0.5% | -0.9% | +0.4% | -0.5% |
| 30D | +4.1% | +3.3% | +0.7% | +4.0% |
| 3M | -3.1% | -31.7% | +28.6% | -2.1% |
| 6M | +11.0% | -34.0% | +45.0% | +12.0% |
| YTD | +19.1% | -58.3% | +77.4% | +20.9% |
| 1Y | +37.8% | -57.9% | +95.7% | +39.8% |
| 3Y | +34.2% | -24.1% | +58.3% | +43.0% |
| All | +34.2% | -24.3% | +58.5% | +43.0% |
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