+101.7%
FICO vs BBY
-0.2%
+101.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +3.2% | -19.9% | -17.5% |
| 7D | -19.2% | +9.5% | -28.7% | -21.4% |
| 30D | -14.6% | +6.8% | -21.4% | -16.4% |
| 3M | -20.1% | +28.9% | -48.9% | -25.5% |
| 6M | -36.3% | +37.8% | -74.1% | -42.0% |
| YTD | -44.9% | +38.7% | -83.6% | -50.0% |
| 1Y | -38.6% | +23.7% | -62.3% | -42.9% |
| 3Y | +4.0% | +39.1% | -35.1% | -11.7% |
| All | +101.7% | -0.2% | +101.9% | +68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling