-7.1%
FICO vs AXTX
-69.7%
+62.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +25.3% | -25.2% | +1.9% |
| 7D | -15.4% | +49.3% | -64.7% | -12.5% |
| 30D | -10.4% | -49.1% | +38.7% | -12.0% |
| 3M | -22.7% | -72.6% | +49.9% | -15.0% |
| All | -7.1% | -69.7% | +62.6% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AXTX.
Daily Out/Under-Performance
Portfolio return minus AXTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXTX 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 AXTX 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 · Available span rolling