+28.5%
BMY vs FICO
+81.4%
-52.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.1% |
| 7D | -1.4% | -0.1% | -1.3% | -1.4% |
| 30D | +5.1% | +8.4% | -3.3% | +4.8% |
| 3M | -3.0% | -30.5% | +27.5% | -1.9% |
| 6M | +13.1% | -35.7% | +48.8% | +14.3% |
| YTD | +20.3% | -57.2% | +77.5% | +23.1% |
| 1Y | +39.0% | -58.4% | +97.4% | +42.3% |
| 3Y | +42.0% | -24.8% | +66.8% | +41.0% |
| 5Y | +28.5% | +79.3% | -50.7% | +18.9% |
| All | +28.5% | +81.4% | -52.9% | +18.9% |
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 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