-26.7%
FICO vs DGX
+106.6%
-133.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.1% |
| 7D | +0.9% | +4.6% | -3.7% | -0.6% |
| 30D | +9.4% | +11.9% | -2.4% | +5.7% |
| 3M | -30.4% | +9.2% | -39.6% | -32.1% |
| 6M | -35.1% | +39.0% | -74.1% | -40.2% |
| YTD | -56.8% | +51.4% | -108.2% | -61.2% |
| 1Y | -58.4% | +42.6% | -101.0% | -62.0% |
| 3Y | -26.7% | +105.9% | -132.6% | -35.8% |
| All | -26.7% | +106.6% | -133.3% | -35.8% |
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