+25.1%
GILD vs FICO
-36.2%
+61.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.3% | -0.8% |
| 7D | -4.8% | +5.7% | -10.5% | -5.0% |
| 30D | +5.8% | -5.6% | +11.4% | +5.9% |
| 3M | +14.9% | -16.9% | +31.8% | +15.7% |
| 6M | -0.4% | -15.4% | +15.1% | +0.2% |
| YTD | +18.5% | -41.7% | +60.2% | +18.1% |
| 1Y | +25.1% | -38.3% | +63.4% | +25.1% |
| All | +25.1% | -36.2% | +61.3% | +25.1% |
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