-56.4%
FICO vs DGX
+45.0%
-101.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.5% | -6.7% | -4.5% |
| 7D | +0.4% | +4.1% | -3.7% | -1.2% |
| 30D | +1.7% | +10.5% | -8.9% | -2.3% |
| 3M | -33.0% | +9.8% | -42.8% | -35.1% |
| 6M | -33.9% | +34.6% | -68.4% | -37.9% |
| YTD | -58.5% | +49.8% | -108.4% | -61.9% |
| 1Y | -56.4% | +46.0% | -102.4% | -59.4% |
| All | -56.4% | +45.0% | -101.3% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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