+208.9%
FICO vs BBIO
+144.2%
+64.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -15.4% | -2.4% | -13.1% | -15.2% |
| 30D | -10.4% | -11.5% | +1.1% | -8.9% |
| 3M | -22.7% | +11.0% | -33.7% | -23.9% |
| 6M | -36.8% | +14.4% | -51.2% | -38.3% |
| YTD | -44.8% | -2.3% | -42.5% | -45.1% |
| 1Y | -39.3% | +37.7% | -77.0% | -42.7% |
| 3Y | +3.7% | +163.1% | -159.4% | -13.7% |
| 5Y | +101.7% | +49.5% | +52.2% | +46.1% |
| All | +208.9% | +144.2% | +64.7% | +67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling