-39.7%
FICO vs BBY
+22.0%
-61.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.4% |
| 7D | -15.4% | +8.1% | -23.5% | -17.5% |
| 30D | -10.4% | +8.9% | -19.3% | -12.8% |
| 3M | -22.7% | +22.0% | -44.7% | -26.6% |
| 6M | -36.8% | +37.8% | -74.6% | -42.0% |
| YTD | -44.8% | +37.3% | -82.1% | -49.5% |
| All | -39.7% | +22.0% | -61.6% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 1y: compounded portfolio wealth divided by compounded BBY 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…
1y analysis · Full analysis span regression · 6 months rolling