-56.4%
FICO vs BDX
+54.0%
-110.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.6% | -8.8% | -6.2% |
| 7D | +0.4% | +7.2% | -6.8% | -3.6% |
| 30D | +1.7% | +15.8% | -14.1% | -6.0% |
| 3M | -33.0% | +23.7% | -56.7% | -39.3% |
| 6M | -33.9% | +44.8% | -78.7% | -43.0% |
| YTD | -58.5% | +39.8% | -98.3% | -64.6% |
| 1Y | -56.4% | +52.3% | -108.7% | -64.2% |
| All | -56.4% | +54.0% | -110.4% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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