+39.5%
INTC vs FICO
-24.0%
+63.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +0.9% | -11.2% | -10.4% |
| 7D | -43.2% | -0.3% | -43.0% | -43.3% |
| 30D | -53.6% | +1.7% | -55.3% | -53.8% |
| 3M | -48.3% | -35.2% | -13.1% | -46.7% |
| 6M | -51.7% | -33.7% | -18.0% | -52.1% |
| YTD | +41.6% | -58.2% | +99.8% | +55.3% |
| 1Y | +36.1% | -56.6% | +92.7% | +47.4% |
| All | +39.5% | -24.0% | +63.5% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling