-38.6%
FICO vs DGX
+33.7%
-72.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.9% | -15.7% | -16.4% |
| 7D | -19.2% | -2.3% | -16.9% | -18.7% |
| 30D | -14.6% | +0.6% | -15.1% | -14.6% |
| 3M | -20.1% | +21.4% | -41.5% | -22.5% |
| 6M | -36.3% | +14.7% | -51.0% | -38.2% |
| YTD | -44.9% | +38.4% | -83.3% | -47.9% |
| 1Y | -38.6% | +34.0% | -72.6% | -40.0% |
| All | -38.6% | +33.7% | -72.3% | -40.0% |
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