+3.7%
FICO vs DGX
+96.8%
-93.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -15.4% | -0.3% | -15.1% | -15.3% |
| 30D | -10.4% | -1.2% | -9.2% | -10.1% |
| 3M | -22.7% | +19.9% | -42.6% | -25.5% |
| 6M | -36.8% | +19.2% | -56.0% | -39.1% |
| YTD | -44.8% | +37.5% | -82.3% | -48.6% |
| 1Y | -39.3% | +31.3% | -70.6% | -42.9% |
| 3Y | +3.7% | +96.6% | -92.9% | -1.9% |
| All | +3.7% | +96.8% | -93.1% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling