+54.4%
INTC vs FICO
-58.5%
+112.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.7% | +2.8% | +5.8% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | -43.3% | +8.4% | -51.7% | -42.7% |
| 3M | -41.6% | -30.5% | -11.1% | -42.9% |
| 6M | -52.5% | -35.7% | -16.8% | -55.2% |
| YTD | +60.9% | -57.2% | +118.1% | +55.2% |
| All | +54.4% | -58.5% | +112.9% | +50.0% |
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