+665.4%
FICO vs BDX
+56.2%
+609.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.0% | +4.4% | +5.0% |
| 7D | -10.6% | -3.6% | -7.0% | -9.2% |
| 30D | -6.3% | +0.7% | -7.0% | -6.5% |
| 3M | -19.7% | +19.0% | -38.7% | -25.0% |
| 6M | -31.8% | +10.8% | -42.6% | -34.5% |
| YTD | -41.8% | +20.1% | -62.0% | -46.2% |
| 1Y | -36.4% | +23.1% | -59.5% | -41.9% |
| 3Y | +9.3% | -8.8% | +18.1% | +10.6% |
| 5Y | +113.0% | -1.4% | +114.4% | +103.7% |
| 10Y | +665.4% | +60.5% | +604.9% | +486.3% |
| All | +665.4% | +56.2% | +609.3% | +486.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling