-56.4%
FICO vs BAX
+46.0%
-102.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.0% | -7.2% | -3.7% |
| 7D | +0.4% | +4.1% | -3.7% | -0.2% |
| 30D | +1.7% | +9.4% | -7.8% | +0.3% |
| 3M | -33.0% | -6.5% | -26.6% | -32.6% |
| 6M | -33.9% | +59.6% | -93.5% | -40.6% |
| YTD | -58.5% | +38.9% | -97.4% | -62.6% |
| 1Y | -56.4% | +48.0% | -104.4% | -61.3% |
| All | -56.4% | +46.0% | -102.4% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling