+30.9%
BMY vs FICO
+91.4%
-60.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.8% |
| 7D | +2.1% | +2.2% | -0.1% | +2.0% |
| 30D | +7.0% | +0.1% | +6.9% | +7.0% |
| 3M | -0.9% | -35.2% | +34.3% | +0.5% |
| 6M | +14.9% | -32.4% | +47.3% | +16.0% |
| YTD | +22.8% | -57.4% | +80.2% | +25.6% |
| 1Y | +36.2% | -58.5% | +94.8% | +39.4% |
| 3Y | +45.7% | -28.9% | +74.5% | +45.1% |
| All | +30.9% | +91.4% | -60.6% | +20.1% |
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