+165.3%
INTC vs FICO
+4.8%
+160.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -16.7% | +21.2% | +6.4% |
| 7D | +7.1% | -19.2% | +26.3% | +9.4% |
| 30D | -5.2% | -14.6% | +9.4% | -3.9% |
| 3M | -14.3% | -20.1% | +5.8% | -14.3% |
| 6M | +110.2% | -36.3% | +146.5% | +118.3% |
| YTD | +159.6% | -44.9% | +204.5% | +179.9% |
| 1Y | +289.3% | -38.6% | +327.9% | +301.1% |
| All | +165.3% | +4.8% | +160.5% | +108.8% |
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 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