+665.4%
FICO vs DGX
+244.3%
+421.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.4% | +5.4% |
| 7D | -10.6% | -2.2% | -8.4% | -9.5% |
| 30D | -6.3% | -0.9% | -5.4% | -5.8% |
| 3M | -19.7% | +15.6% | -35.3% | -25.1% |
| 6M | -31.8% | +17.8% | -49.6% | -37.0% |
| YTD | -41.8% | +37.5% | -79.3% | -50.7% |
| 1Y | -36.4% | +31.2% | -67.6% | -44.9% |
| 3Y | +9.3% | +96.6% | -87.3% | -25.0% |
| 5Y | +113.0% | +64.9% | +48.1% | +58.2% |
| 10Y | +665.4% | +254.6% | +410.8% | +257.5% |
| All | +665.4% | +244.3% | +421.1% | +257.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling