-62.0%
FICO vs BIYA
-99.9%
+37.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.4% |
| 7D | -0.9% | -10.5% | +9.5% | -0.9% |
| 30D | +3.3% | -51.7% | +55.1% | +3.8% |
| 3M | -31.7% | -60.8% | +29.1% | -31.3% |
| 6M | -34.0% | -90.6% | +56.6% | -33.7% |
| YTD | -58.3% | -97.1% | +38.8% | -57.9% |
| 1Y | -57.9% | -99.1% | +41.1% | -57.3% |
| All | -62.0% | -99.9% | +37.9% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 5y: compounded portfolio wealth divided by compounded BIYA 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…
5y analysis · Full analysis span regression · 6 months rolling