+78,645.2%
FICO vs BAX
+898.9%
+77,746.3%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -0.9% | +12.1% | -13.1% | -3.9% |
| 30D | +3.3% | +7.6% | -4.3% | +1.2% |
| 3M | -31.7% | -4.5% | -27.2% | -31.2% |
| 6M | -34.0% | +52.0% | -86.0% | -41.6% |
| YTD | -58.3% | +35.1% | -93.5% | -62.4% |
| 1Y | -57.9% | +43.7% | -101.6% | -62.7% |
| 3Y | -24.1% | -20.9% | -3.1% | -23.6% |
| 5Y | +85.3% | -63.5% | +148.9% | +125.7% |
| 10Y | +520.3% | -36.0% | +556.3% | +561.2% |
| All | +78,645.2% | +898.9% | +77,746.3% | +64,439.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling