+159.7%
GILD vs FICO
+671.2%
-511.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.3% | -1.1% |
| 7D | -4.8% | +5.7% | -10.5% | -5.5% |
| 30D | +5.8% | -5.6% | +11.4% | +6.2% |
| 3M | +14.9% | -16.9% | +31.8% | +16.8% |
| 6M | -0.4% | -15.4% | +15.1% | +0.5% |
| YTD | +18.5% | -41.7% | +60.2% | +24.9% |
| 1Y | +25.1% | -38.3% | +63.4% | +30.1% |
| 3Y | +105.9% | +8.9% | +97.0% | +90.1% |
| 5Y | +143.0% | +118.3% | +24.7% | +93.4% |
| All | +159.7% | +671.2% | -511.4% | +30.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling