-24.1%
FICO vs BDX
+10.6%
-34.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -0.9% | +7.1% | -8.0% | -2.6% |
| 30D | +3.3% | +17.6% | -14.3% | -0.5% |
| 3M | -31.7% | +20.4% | -52.1% | -34.4% |
| 6M | -34.0% | +48.3% | -82.2% | -38.5% |
| YTD | -58.3% | +41.6% | -99.9% | -61.0% |
| 1Y | -57.9% | +55.7% | -113.7% | -61.0% |
| 3Y | -24.1% | +10.6% | -34.7% | -28.8% |
| All | -24.1% | +10.6% | -34.7% | -28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling