+51.1%
INTC vs FICO
-58.2%
+109.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.4% | +8.1% | +7.7% |
| 7D | -14.4% | -0.9% | -13.5% | -14.5% |
| 30D | -50.2% | +3.3% | -53.6% | -50.0% |
| 3M | -43.6% | -31.7% | -11.9% | -45.0% |
| 6M | -50.2% | -34.0% | -16.2% | -53.6% |
| YTD | +52.5% | -58.3% | +110.8% | +48.0% |
| 1Y | +51.1% | -57.9% | +109.1% | +45.4% |
| All | +51.1% | -58.2% | +109.3% | +45.4% |
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