+104,095.6%
FICO vs BDX
+5,351.6%
+98,744.0%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.5% | -15.1% | -16.3% |
| 7D | -19.2% | -2.5% | -16.7% | -18.6% |
| 30D | -14.6% | +8.3% | -22.8% | -16.4% |
| 3M | -20.1% | +24.4% | -44.5% | -24.6% |
| 6M | -36.3% | +9.2% | -45.5% | -37.8% |
| YTD | -44.9% | +22.7% | -67.6% | -48.0% |
| 1Y | -38.6% | +25.9% | -64.5% | -42.6% |
| 3Y | +4.0% | -10.5% | +14.5% | +4.8% |
| 5Y | +99.5% | +1.9% | +97.6% | +93.2% |
| 10Y | +604.7% | +58.7% | +546.0% | +506.6% |
| All | +104,095.6% | +5,351.6% | +98,744.0% | +80,346.4% |
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