+33,663.8%
GILD vs FICO
+64,689.7%
-31,025.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | -2.2% | -15.4% | +13.2% | +0.2% |
| 30D | +10.1% | -10.4% | +20.5% | +11.6% |
| 3M | +15.2% | -22.7% | +37.9% | +19.1% |
| 6M | +3.1% | -36.8% | +39.9% | +9.1% |
| YTD | +20.9% | -44.8% | +65.7% | +30.4% |
| 1Y | +29.8% | -39.3% | +69.2% | +36.8% |
| 3Y | +113.0% | +3.7% | +109.2% | +99.2% |
| 5Y | +144.9% | +101.7% | +43.1% | +98.8% |
| 10Y | +164.5% | +602.8% | -438.2% | +64.8% |
| All | +33,663.8% | +64,689.7% | -31,025.9% | +9,110.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling