-34.0%
FICO vs BAX
+51.9%
-85.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | -0.9% | +12.1% | -13.1% | -2.1% |
| 30D | +3.3% | +7.6% | -4.3% | +2.6% |
| 3M | -31.7% | -4.5% | -27.2% | -31.8% |
| 6M | -34.0% | +52.0% | -86.0% | -46.6% |
| All | -34.0% | +51.9% | -85.9% | -46.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling