-56.4%
FICO vs EXEL
+92.4%
-148.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.3% |
| 7D | +0.4% | +9.8% | -9.4% | -0.3% |
| 30D | +1.7% | +23.6% | -22.0% | +0.1% |
| 3M | -33.0% | +29.9% | -63.0% | -34.3% |
| 6M | -33.9% | +64.7% | -98.6% | -36.5% |
| YTD | -58.5% | +66.0% | -124.5% | -60.6% |
| 1Y | -56.4% | +92.0% | -148.3% | -61.1% |
| All | -56.4% | +92.4% | -148.8% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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