+15,172.7%
INTC vs FICO
+104,095.6%
-88,922.9%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -16.7% | +21.2% | +7.7% |
| 7D | +7.1% | -19.2% | +26.3% | +11.0% |
| 30D | -5.2% | -14.6% | +9.4% | -3.0% |
| 3M | -14.3% | -20.1% | +5.8% | -12.5% |
| 6M | +110.2% | -36.3% | +146.5% | +122.1% |
| YTD | +159.6% | -44.9% | +204.5% | +181.4% |
| 1Y | +289.3% | -38.6% | +327.9% | +309.9% |
| 3Y | +166.1% | +4.0% | +162.1% | +148.5% |
| 5Y | +94.4% | +99.5% | -5.2% | +57.1% |
| 10Y | +227.7% | +604.7% | -377.0% | +110.6% |
| All | +15,172.7% | +104,095.6% | -88,922.9% | +6,759.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling