+41.3%
FICO vs BBAI
-77.8%
+119.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.9% | -14.6% | +13.7% | -0.8% |
| 30D | +3.3% | -11.6% | +14.9% | +3.4% |
| 3M | -31.7% | -26.2% | -5.5% | -31.5% |
| 6M | -34.0% | -49.2% | +15.2% | -33.6% |
| YTD | -58.3% | -58.9% | +0.6% | -58.0% |
| 1Y | -57.9% | -60.8% | +2.8% | -57.7% |
| 3Y | -24.1% | +51.0% | -75.1% | -25.3% |
| 5Y | +85.3% | -77.7% | +163.0% | +74.9% |
| All | +41.3% | -77.8% | +119.1% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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