-56.4%
FICO vs BIDU
-34.6%
-21.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.5% | -7.7% | -3.0% |
| 7D | +0.4% | +1.2% | -0.8% | +0.5% |
| 30D | +1.7% | -7.5% | +9.2% | +1.4% |
| 3M | -33.0% | -28.6% | -4.5% | -33.8% |
| 6M | -33.9% | -36.9% | +3.0% | -34.5% |
| YTD | -58.5% | -38.4% | -20.1% | -58.8% |
| 1Y | -56.4% | -35.7% | -20.7% | -56.8% |
| All | -56.4% | -34.6% | -21.7% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 1y: compounded portfolio wealth divided by compounded BIDU 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…
1y analysis · Full analysis span regression · 6 months rolling