-59.5%
FICO vs EXEL
+70.6%
-130.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +4.0% | -2.8% | +6.8% | +4.1% |
| 30D | -1.5% | +18.2% | -19.7% | -2.5% |
| 3M | -29.8% | +37.7% | -67.5% | -31.1% |
| 6M | -33.3% | +42.2% | -75.5% | -34.1% |
| YTD | -56.9% | +61.3% | -118.2% | -58.5% |
| 1Y | -59.5% | +64.5% | -124.0% | -61.2% |
| All | -59.5% | +70.6% | -130.0% | -61.2% |
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