+101.7%
FICO vs BAX
-65.4%
+167.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.0% | -17.7% | -16.9% |
| 7D | -19.2% | -1.1% | -18.0% | -19.0% |
| 30D | -14.6% | -5.5% | -9.1% | -13.6% |
| 3M | -20.1% | +33.5% | -53.6% | -25.7% |
| 6M | -36.3% | +35.9% | -72.2% | -41.2% |
| YTD | -44.9% | +35.4% | -80.2% | -49.4% |
| 1Y | -38.6% | +9.8% | -48.4% | -41.2% |
| 3Y | +4.0% | -32.7% | +36.7% | +9.6% |
| All | +101.7% | -65.4% | +167.1% | +153.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling