+84.4%
FICO vs BBIO
+61.6%
+22.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +2.2% | +5.4% | -3.2% | +1.7% |
| 30D | +0.1% | +20.6% | -20.5% | -1.8% |
| 3M | -35.2% | -3.6% | -31.6% | -35.0% |
| 6M | -32.4% | +14.1% | -46.5% | -33.4% |
| YTD | -57.4% | +2.4% | -59.8% | -57.8% |
| 1Y | -58.5% | +20.4% | -78.9% | -59.6% |
| 3Y | -28.9% | +184.5% | -213.4% | -37.6% |
| All | +84.4% | +61.6% | +22.7% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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