-36.3%
FICO vs BIDU
-17.1%
-19.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +4.1% | -20.8% | -16.4% |
| 7D | -19.2% | +2.4% | -21.6% | -18.9% |
| 30D | -14.6% | -10.5% | -4.1% | -14.8% |
| 3M | -20.1% | -26.2% | +6.1% | -18.9% |
| 6M | -36.3% | -16.4% | -19.9% | -39.9% |
| All | -36.3% | -17.1% | -19.2% | -39.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling