+3.1%
FICO vs BDX
-6.9%
+10.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.5% | -15.1% | -16.4% |
| 7D | -19.2% | -2.5% | -16.7% | -18.8% |
| 30D | -14.6% | +8.3% | -22.8% | -15.7% |
| 3M | -20.1% | +24.4% | -44.5% | -22.8% |
| 6M | -36.3% | +9.2% | -45.5% | -37.7% |
| YTD | -44.9% | +22.7% | -67.6% | -46.8% |
| 1Y | -38.6% | +25.9% | -64.5% | -40.9% |
| All | +3.1% | -6.9% | +10.0% | +1.5% |
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