+57.4%
INTC vs FICO
-57.1%
+114.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.2% | -0.5% | -4.2% |
| 7D | -39.0% | +0.4% | -39.4% | -39.0% |
| 30D | -49.8% | +1.7% | -51.5% | -49.7% |
| 3M | -42.2% | -33.0% | -9.2% | -43.8% |
| 6M | -39.2% | -33.9% | -5.3% | -43.4% |
| YTD | +57.9% | -58.5% | +116.4% | +51.9% |
| 1Y | +57.4% | -56.4% | +113.7% | +48.8% |
| All | +57.4% | -57.1% | +114.5% | +48.8% |
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