+81,563.4%
FICO vs BDX
+6,211.0%
+75,352.4%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.3% |
| 7D | +0.9% | +7.3% | -6.4% | -1.2% |
| 30D | +9.4% | +15.7% | -6.3% | +5.2% |
| 3M | -30.4% | +19.1% | -49.5% | -33.5% |
| 6M | -35.1% | +44.1% | -79.2% | -41.2% |
| YTD | -56.8% | +42.1% | -98.8% | -60.8% |
| 1Y | -58.4% | +52.6% | -111.0% | -63.0% |
| 3Y | -26.7% | +22.6% | -49.3% | -32.0% |
| 5Y | +88.0% | +23.3% | +64.7% | +73.1% |
| 10Y | +545.7% | +84.8% | +460.9% | +434.0% |
| All | +81,563.4% | +6,211.0% | +75,352.4% | +60,539.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling