+2,426.6%
FICO vs BIDU
+1,407.1%
+1,019.5%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +4.1% | -20.8% | -17.5% |
| 7D | -19.2% | +2.4% | -21.6% | -19.7% |
| 30D | -14.6% | -10.5% | -4.1% | -13.0% |
| 3M | -20.1% | -26.2% | +6.1% | -15.8% |
| 6M | -36.3% | -16.4% | -19.9% | -35.1% |
| YTD | -44.9% | -23.9% | -21.0% | -43.1% |
| 1Y | -38.6% | +1.3% | -39.9% | -40.9% |
| 3Y | +4.0% | -32.1% | +36.1% | +5.5% |
| 5Y | +99.5% | -39.0% | +138.5% | +93.4% |
| 10Y | +604.7% | -44.0% | +648.7% | +553.4% |
| All | +2,426.6% | +1,407.1% | +1,019.5% | +1,260.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling