+1,749.1%
BMY vs FICO
+104,095.6%
-102,346.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -16.7% | +14.8% | -0.4% |
| 7D | +0.4% | -19.2% | +19.5% | +2.2% |
| 30D | +5.0% | -14.6% | +19.6% | +6.3% |
| 3M | +19.4% | -20.1% | +39.5% | +21.2% |
| 6M | +9.5% | -36.3% | +45.9% | +12.9% |
| YTD | +28.1% | -44.9% | +72.9% | +33.6% |
| 1Y | +50.0% | -38.6% | +88.6% | +54.3% |
| 3Y | +24.1% | +4.0% | +20.1% | +19.8% |
| 5Y | +25.0% | +99.5% | -74.5% | +11.7% |
| 10Y | +68.7% | +604.7% | -536.0% | +32.7% |
| All | +1,749.1% | +104,095.6% | -102,346.4% | +1,155.0% |
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 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