+88.0%
FICO vs DGX
+100.4%
-12.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.1% |
| 7D | +0.9% | +4.6% | -3.7% | -0.9% |
| 30D | +9.4% | +11.9% | -2.4% | +4.9% |
| 3M | -30.4% | +9.2% | -39.6% | -32.5% |
| 6M | -35.1% | +39.0% | -74.1% | -42.0% |
| YTD | -56.8% | +51.4% | -108.2% | -62.8% |
| 1Y | -58.4% | +42.6% | -101.0% | -63.4% |
| 3Y | -26.7% | +105.9% | -132.6% | -44.6% |
| 5Y | +88.0% | +96.6% | -8.6% | +42.5% |
| All | +88.0% | +100.4% | -12.3% | +42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling