+101.7%
FICO vs BDX
-1.5%
+103.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +1.1% |
| 7D | -15.4% | -4.3% | -11.2% | -14.2% |
| 30D | -10.4% | +1.3% | -11.6% | -10.6% |
| 3M | -22.7% | +20.2% | -42.9% | -26.7% |
| 6M | -36.8% | +8.6% | -45.4% | -38.4% |
| YTD | -44.8% | +19.0% | -63.8% | -47.8% |
| 1Y | -39.3% | +21.2% | -60.5% | -43.0% |
| 3Y | +3.7% | -9.7% | +13.4% | +7.1% |
| 5Y | +101.7% | -3.4% | +105.1% | +90.3% |
| All | +101.7% | -1.5% | +103.2% | +90.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling