+45.4%
GILD vs FICO
-57.1%
+102.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.2% | +7.4% | +4.3% |
| 7D | +9.6% | +0.4% | +9.2% | +9.6% |
| 30D | +20.6% | +1.7% | +19.0% | +20.4% |
| 3M | +29.7% | -33.0% | +62.8% | +31.7% |
| 6M | +33.1% | -33.9% | +67.0% | +35.9% |
| YTD | +44.7% | -58.5% | +103.2% | +46.9% |
| 1Y | +45.4% | -56.4% | +101.7% | +47.2% |
| All | +45.4% | -57.1% | +102.5% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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