+86.9%
FICO vs BBAI
-70.8%
+157.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.0% | -14.7% | -16.7% |
| 7D | -19.2% | -4.3% | -14.9% | -19.1% |
| 30D | -14.6% | -3.6% | -11.0% | -14.6% |
| 3M | -20.1% | -38.8% | +18.7% | -19.7% |
| 6M | -36.3% | -23.8% | -12.6% | -36.2% |
| YTD | -44.9% | -45.9% | +1.1% | -44.6% |
| 1Y | -38.6% | -40.8% | +2.1% | -38.5% |
| 3Y | +4.0% | +69.8% | -65.8% | +2.1% |
| 5Y | +99.5% | -70.3% | +169.9% | +87.3% |
| All | +86.9% | -70.8% | +157.7% | +74.1% |
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