-49.7%
FICO vs BIYA
-99.8%
+50.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.7% | -14.9% | -16.7% |
| 7D | -19.2% | +1.3% | -20.5% | -19.2% |
| 30D | -14.6% | -21.0% | +6.4% | -14.3% |
| 3M | -20.1% | -74.3% | +54.2% | -19.9% |
| 6M | -36.3% | -84.6% | +48.3% | -35.9% |
| YTD | -44.9% | -94.2% | +49.3% | -44.4% |
| 1Y | -38.6% | -98.2% | +59.6% | -38.3% |
| All | -49.7% | -99.8% | +50.1% | -49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling