+25.0%
INTC vs FICO
+81.4%
-56.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.7% | +2.8% | +5.1% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | -43.3% | +8.4% | -51.7% | -44.4% |
| 3M | -41.6% | -30.5% | -11.1% | -39.2% |
| 6M | -52.5% | -35.7% | -16.8% | -51.2% |
| YTD | +60.9% | -57.2% | +118.1% | +82.1% |
| 1Y | +55.7% | -58.4% | +114.1% | +77.6% |
| 3Y | +59.2% | -24.8% | +84.0% | +41.4% |
| 5Y | +25.0% | +79.3% | -54.2% | -17.6% |
| All | +25.0% | +81.4% | -56.4% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling